+838.5%
BX vs CME
+487.5%
+351.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -1.1% | +2.7% | -3.8% | -2.5% |
| 30D | +8.8% | +13.5% | -4.7% | +1.6% |
| 3M | -18.3% | +20.9% | -39.2% | -26.4% |
| 6M | -1.5% | +11.5% | -13.0% | -8.4% |
| YTD | -19.9% | +19.5% | -39.4% | -28.9% |
| 1Y | -14.5% | +17.2% | -31.7% | -23.5% |
| 3Y | +32.3% | +65.1% | -32.8% | -5.4% |
| 5Y | -1.1% | +73.1% | -74.2% | -31.5% |
| 10Y | +657.8% | +305.3% | +352.5% | +204.8% |
| All | +838.5% | +487.5% | +351.0% | +134.8% |
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 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