+387.2%
BE vs CME
+69.3%
+317.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.9% | +3.4% |
| 7D | -14.7% | +0.9% | -15.6% | -14.6% |
| 30D | -40.5% | +13.2% | -53.7% | -39.9% |
| 3M | -24.3% | +16.3% | -40.6% | -23.5% |
| 6M | -39.3% | +7.1% | -46.5% | -37.9% |
| YTD | +99.4% | +15.8% | +83.6% | +100.5% |
| 1Y | +26.6% | +17.1% | +9.5% | +26.9% |
| 3Y | +1,616.9% | +63.2% | +1,553.8% | +1,384.0% |
| All | +387.2% | +69.3% | +317.8% | +266.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling