+7,496.8%
CME vs BB
+268.8%
+7,228.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +1.7% | +11.6% | -9.9% | +0.5% |
| 30D | +10.2% | +2.6% | +7.6% | +9.4% |
| 3M | +17.8% | +3.5% | +14.3% | +16.5% |
| 6M | +11.0% | +43.5% | -32.5% | +4.4% |
| YTD | +17.0% | +141.2% | -124.1% | +3.4% |
| 1Y | +15.8% | +97.4% | -81.6% | +4.4% |
| 3Y | +61.8% | +151.1% | -89.3% | +35.9% |
| 5Y | +72.5% | -12.8% | +85.3% | +59.5% |
| 10Y | +288.0% | +27.5% | +260.5% | +185.6% |
| All | +7,496.8% | +268.8% | +7,228.0% | +5,439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling