+55.3%
BE vs CME
+19.8%
+35.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.7% | -5.2% |
| 7D | -12.1% | +4.8% | -17.0% | -8.3% |
| 30D | -30.1% | +14.2% | -44.3% | -21.8% |
| 3M | -12.1% | +17.9% | -30.1% | +0.8% |
| 6M | -30.6% | +7.2% | -37.8% | -21.7% |
| YTD | +130.6% | +16.7% | +113.9% | +166.9% |
| 1Y | +55.3% | +19.6% | +35.7% | +76.8% |
| All | +55.3% | +19.8% | +35.5% | +76.8% |
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