-26.8%
BX vs CME
+9.1%
-35.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.9% |
| 7D | -8.9% | -2.4% | -6.5% | -9.1% |
| 30D | -14.8% | +6.2% | -21.0% | -14.4% |
| 3M | +6.9% | +4.4% | +2.5% | +6.3% |
| 6M | +16.3% | -9.6% | +25.9% | +11.5% |
| YTD | -16.1% | +3.8% | -19.9% | -18.3% |
| 1Y | -26.8% | +9.5% | -36.3% | -28.4% |
| All | -26.8% | +9.1% | -35.9% | -28.4% |
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 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