+6,781.2%
CME vs RL
+1,887.4%
+4,893.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.8% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +6.2% | -7.8% | +14.0% | +8.6% |
| 3M | +10.4% | -4.0% | +14.4% | +11.1% |
| 6M | -9.5% | -1.9% | -7.6% | -10.6% |
| YTD | +6.0% | -0.2% | +6.2% | +3.8% |
| 1Y | +9.3% | +10.7% | -1.4% | +3.3% |
| 3Y | +57.7% | +210.8% | -153.1% | +1.3% |
| 5Y | +77.7% | +238.2% | -160.5% | +5.1% |
| 10Y | +281.2% | +313.4% | -32.1% | +80.3% |
| All | +6,781.2% | +1,887.4% | +4,893.8% | +1,271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling