+33.2%
BE vs CME
+16.9%
+16.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -3.1% |
| 7D | -13.4% | +1.7% | -15.0% | -12.0% |
| 30D | -33.9% | +10.2% | -44.1% | -27.9% |
| 3M | -12.0% | +17.8% | -29.8% | +0.9% |
| 6M | -29.0% | +11.0% | -40.0% | -18.5% |
| YTD | +113.4% | +17.0% | +96.4% | +145.3% |
| 1Y | +33.2% | +15.8% | +17.4% | +45.2% |
| All | +33.2% | +16.9% | +16.3% | +45.2% |
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