+305.8%
CME vs BB
+31.7%
+274.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.7% | +2.1% |
| 7D | +2.5% | +7.3% | -4.8% | +2.2% |
| 30D | +13.9% | +11.2% | +2.7% | +13.4% |
| 3M | +22.4% | +4.7% | +17.7% | +22.0% |
| 6M | +12.9% | +51.1% | -38.2% | +10.3% |
| YTD | +19.6% | +148.0% | -128.4% | +14.2% |
| 1Y | +17.7% | +106.1% | -88.5% | +13.2% |
| 3Y | +65.3% | +158.2% | -92.9% | +54.7% |
| 5Y | +75.1% | -10.8% | +86.0% | +71.2% |
| 10Y | +305.8% | +29.3% | +276.5% | +244.4% |
| All | +305.8% | +31.7% | +274.1% | +244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling