+360.5%
BE vs CME
+8.4%
+352.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.6% | +7.1% |
| 7D | +20.0% | -1.6% | +21.6% | +18.4% |
| 30D | +7.9% | +6.2% | +1.7% | +13.2% |
| 3M | -13.2% | +10.4% | -23.6% | -4.4% |
| 6M | +53.5% | -9.5% | +63.0% | +47.4% |
| YTD | +191.0% | +6.0% | +185.0% | +227.1% |
| 1Y | +360.5% | +9.3% | +351.2% | +470.0% |
| All | +360.5% | +8.4% | +352.1% | +470.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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