+59.9%
CME vs BB
+145.9%
-85.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.2% |
| 7D | -0.6% | +15.0% | -15.5% | 0.0% |
| 30D | +8.5% | +3.5% | +5.1% | +8.8% |
| 3M | +16.0% | +2.7% | +13.4% | +16.4% |
| 6M | +9.3% | +44.7% | -35.4% | +10.5% |
| YTD | +15.3% | +143.3% | -128.0% | +17.5% |
| 1Y | +14.4% | +102.2% | -87.8% | +16.4% |
| 3Y | +59.9% | +156.1% | -96.2% | +61.0% |
| All | +59.9% | +145.9% | -85.9% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling