+30.8%
BX vs CME
+52.8%
-22.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.7% |
| 7D | -2.0% | -2.9% | +0.9% | -2.3% |
| 30D | -2.3% | +5.5% | -7.8% | -1.7% |
| 3M | +18.5% | +11.0% | +7.6% | +19.6% |
| 6M | +23.7% | -9.7% | +33.4% | +20.8% |
| YTD | -10.4% | +4.9% | -15.2% | -10.5% |
| 1Y | -19.6% | +10.1% | -29.6% | -19.0% |
| 3Y | +30.8% | +53.5% | -22.7% | +29.8% |
| All | +30.8% | +52.8% | -22.0% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling