+635.8%
BX vs CME
+308.7%
+327.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +0.6% | +3.9% | -3.4% | -1.1% |
| 30D | +14.2% | +11.3% | +2.9% | +9.2% |
| 3M | -18.7% | +19.6% | -38.3% | -24.9% |
| 6M | +2.5% | +8.1% | -5.6% | -1.6% |
| YTD | -18.8% | +20.4% | -39.2% | -26.4% |
| 1Y | -10.3% | +16.5% | -26.8% | -17.6% |
| 3Y | +35.4% | +66.4% | -31.1% | +0.7% |
| 5Y | +0.3% | +74.5% | -74.2% | -27.9% |
| All | +635.8% | +308.7% | +327.1% | +259.3% |
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