+17.7%
CME vs RL
+19.4%
-1.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.1% |
| 7D | +2.5% | -4.4% | +6.8% | +2.1% |
| 30D | +13.9% | +5.6% | +8.4% | +14.6% |
| 3M | +22.4% | -0.6% | +23.0% | +22.1% |
| 6M | +12.9% | +15.5% | -2.6% | +15.0% |
| YTD | +19.6% | +12.3% | +7.3% | +20.9% |
| 1Y | +17.7% | +19.3% | -1.6% | +18.5% |
| All | +17.7% | +19.4% | -1.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling