+79.1%
CME vs RL
+238.1%
-159.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.6% |
| 30D | +6.2% | -7.8% | +14.0% | +6.4% |
| 3M | +10.4% | -4.0% | +14.4% | +10.4% |
| 6M | -9.5% | -1.9% | -7.6% | -9.6% |
| YTD | +6.0% | -0.2% | +6.2% | +5.7% |
| 1Y | +9.3% | +10.7% | -1.4% | +8.4% |
| 3Y | +57.7% | +210.8% | -153.1% | +39.2% |
| All | +79.1% | +238.1% | -159.0% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling