+7,418.1%
CME vs RL
+2,036.9%
+5,381.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.1% |
| 7D | +0.9% | -4.2% | +5.1% | +2.0% |
| 30D | +13.2% | +4.3% | +8.9% | +11.6% |
| 3M | +16.3% | -4.6% | +20.9% | +17.4% |
| 6M | +7.1% | +1.7% | +5.4% | +5.1% |
| YTD | +15.8% | +7.3% | +8.5% | +10.8% |
| 1Y | +17.1% | +20.8% | -3.7% | +7.8% |
| 3Y | +63.2% | +247.0% | -183.8% | +1.3% |
| 5Y | +70.2% | +225.5% | -155.2% | +2.8% |
| 10Y | +337.0% | +363.0% | -26.0% | +98.8% |
| All | +7,418.1% | +2,036.9% | +5,381.2% | +1,363.5% |
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 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