+55.0%
CME vs BB
+59.1%
-4.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -5.6% | +4.1% | -1.8% |
| 30D | +6.2% | -11.8% | +18.0% | +5.8% |
| 3M | +10.4% | -25.5% | +36.0% | +9.6% |
| 6M | -9.5% | +121.3% | -130.8% | -8.3% |
| YTD | +6.0% | +103.2% | -97.2% | +7.3% |
| 1Y | +9.3% | +102.6% | -93.4% | +10.6% |
| All | +55.0% | +59.1% | -4.1% | +54.5% |
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