+668.0%
BE vs CME
+155.5%
+512.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.2% |
| 7D | +10.8% | +3.9% | +6.9% | +9.2% |
| 30D | -19.8% | +11.3% | -31.1% | -23.5% |
| 3M | -18.7% | +19.6% | -38.3% | -25.3% |
| 6M | -33.7% | +8.1% | -41.8% | -37.0% |
| YTD | +121.0% | +20.4% | +100.6% | +96.4% |
| 1Y | +85.4% | +16.5% | +68.9% | +67.7% |
| 3Y | +1,709.5% | +66.4% | +1,643.1% | +1,155.2% |
| 5Y | +462.2% | +74.5% | +387.7% | +268.6% |
| All | +668.0% | +155.5% | +512.5% | +306.1% |
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