-10.3%
BX vs CME
+17.3%
-27.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | +0.6% | +3.9% | -3.4% | +0.4% |
| 30D | +14.2% | +11.3% | +2.9% | +14.2% |
| 3M | -18.7% | +19.6% | -38.3% | -18.4% |
| 6M | +2.5% | +8.1% | -5.6% | -1.0% |
| YTD | -18.8% | +20.4% | -39.2% | -21.3% |
| 1Y | -10.3% | +16.5% | -26.8% | -14.0% |
| All | -10.3% | +17.3% | -27.6% | -14.0% |
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