+288.0%
CME vs BBWI
-44.4%
+332.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +1.7% | -4.2% | +5.9% | +2.0% |
| 30D | +10.2% | +24.9% | -14.7% | +8.1% |
| 3M | +17.8% | +13.2% | +4.6% | +16.3% |
| 6M | +11.0% | +12.1% | -1.1% | +9.2% |
| YTD | +17.0% | +11.1% | +6.0% | +14.5% |
| 1Y | +15.8% | +0.7% | +15.1% | +13.8% |
| 3Y | +61.8% | -23.8% | +85.5% | +58.2% |
| 5Y | +72.5% | -66.9% | +139.4% | +82.7% |
| 10Y | +288.0% | -45.3% | +333.3% | +228.3% |
| All | +288.0% | -44.4% | +332.4% | +228.3% |
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