+280.6%
CME vs BBWI
-58.2%
+338.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | -0.3% |
| 7D | -0.6% | -4.4% | +3.8% | -0.3% |
| 30D | +4.7% | -7.4% | +12.1% | +5.2% |
| 3M | +7.8% | -2.2% | +10.1% | +7.6% |
| 6M | -11.0% | -16.3% | +5.3% | -10.4% |
| YTD | +4.0% | -9.1% | +13.2% | +3.7% |
| 1Y | +9.1% | -34.5% | +43.6% | +11.5% |
| 3Y | +52.3% | -47.0% | +99.2% | +54.4% |
| 5Y | +76.1% | -68.8% | +144.9% | +86.3% |
| 10Y | +280.6% | -57.4% | +337.9% | +235.1% |
| All | +280.6% | -58.2% | +338.8% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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