+911.5%
BE vs CME
+125.0%
+786.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.6% | +7.5% |
| 7D | +20.0% | -1.6% | +21.6% | +20.8% |
| 30D | +7.9% | +6.2% | +1.7% | +5.0% |
| 3M | -13.2% | +10.4% | -23.6% | -18.0% |
| 6M | +53.5% | -9.5% | +63.0% | +58.3% |
| YTD | +191.0% | +6.0% | +185.0% | +174.7% |
| 1Y | +360.5% | +9.3% | +351.2% | +323.5% |
| 3Y | +1,568.0% | +57.7% | +1,510.3% | +1,069.3% |
| 5Y | +1,055.2% | +77.7% | +977.5% | +623.5% |
| All | +911.5% | +125.0% | +786.5% | +468.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling