+1,008.9%
BE vs CME
+122.5%
+886.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.7% | +10.1% |
| 7D | +29.8% | -2.9% | +32.6% | +31.3% |
| 30D | +26.4% | +5.5% | +20.9% | +23.2% |
| 3M | +9.3% | +11.0% | -1.6% | +2.9% |
| 6M | +105.1% | -9.7% | +114.8% | +111.3% |
| YTD | +219.0% | +4.9% | +214.2% | +202.4% |
| 1Y | +418.8% | +10.1% | +408.7% | +374.5% |
| 3Y | +1,784.6% | +53.5% | +1,731.1% | +1,241.0% |
| 5Y | +1,251.0% | +77.2% | +1,173.8% | +744.7% |
| All | +1,008.9% | +122.5% | +886.4% | +525.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling