+641.7%
BE vs CME
+148.3%
+493.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.9% |
| 7D | -13.4% | +1.7% | -15.0% | -14.0% |
| 30D | -33.9% | +10.2% | -44.1% | -36.9% |
| 3M | -12.0% | +17.8% | -29.8% | -18.7% |
| 6M | -29.0% | +11.0% | -40.0% | -33.6% |
| YTD | +113.4% | +17.0% | +96.4% | +91.6% |
| 1Y | +33.2% | +15.8% | +17.4% | +20.0% |
| 3Y | +1,659.2% | +61.8% | +1,597.4% | +1,132.9% |
| 5Y | +461.4% | +72.5% | +388.9% | +267.4% |
| All | +641.7% | +148.3% | +493.3% | +296.3% |
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