+38.0%
BX vs CME
+61.3%
-23.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.1% |
| 7D | +3.7% | +1.7% | +2.0% | +3.8% |
| 30D | +8.2% | +10.2% | -1.9% | +9.3% |
| 3M | -12.7% | +17.8% | -30.5% | -11.1% |
| 6M | +1.0% | +11.0% | -10.0% | +1.2% |
| YTD | -17.2% | +17.0% | -34.3% | -16.3% |
| 1Y | -11.6% | +15.8% | -27.4% | -10.7% |
| All | +38.0% | +61.3% | -23.3% | +44.8% |
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