+967.7%
BX vs CME
+421.4%
+546.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.4% | -1.6% | -2.8% | -3.6% |
| 30D | +0.1% | +6.2% | -6.1% | -3.3% |
| 3M | +16.0% | +10.4% | +5.6% | +9.1% |
| 6M | +21.6% | -9.5% | +31.1% | +26.4% |
| YTD | -8.9% | +6.0% | -14.9% | -13.6% |
| 1Y | -16.6% | +9.3% | -25.9% | -22.6% |
| 3Y | +43.3% | +57.7% | -14.3% | +4.7% |
| 5Y | +25.7% | +77.7% | -52.0% | -14.4% |
| 10Y | +689.5% | +281.2% | +408.3% | +226.7% |
| All | +967.7% | +421.4% | +546.4% | +185.2% |
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