+870.1%
BX vs CME
+475.6%
+394.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.0% |
| 7D | +3.7% | +1.7% | +2.0% | +2.8% |
| 30D | +8.2% | +10.2% | -1.9% | +2.7% |
| 3M | -12.7% | +17.8% | -30.5% | -20.3% |
| 6M | +1.0% | +11.0% | -10.0% | -5.8% |
| YTD | -17.2% | +17.0% | -34.3% | -25.7% |
| 1Y | -11.6% | +15.8% | -27.4% | -20.3% |
| 3Y | +36.8% | +61.8% | -25.0% | -1.1% |
| 5Y | +4.8% | +72.5% | -67.7% | -27.3% |
| 10Y | +672.8% | +288.0% | +384.8% | +218.6% |
| All | +870.1% | +475.6% | +394.5% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling