+69.4%
CME vs BBWI
-67.1%
+136.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -0.6% | -6.2% | +5.6% | -0.5% |
| 30D | +8.5% | +25.5% | -17.0% | +8.2% |
| 3M | +16.0% | +8.0% | +8.1% | +15.7% |
| 6M | +9.3% | +12.7% | -3.3% | +9.0% |
| YTD | +15.3% | +11.6% | +3.7% | +14.8% |
| 1Y | +14.4% | -0.9% | +15.3% | +14.1% |
| 3Y | +59.9% | -22.7% | +82.6% | +57.4% |
| 5Y | +69.4% | -67.2% | +136.6% | +89.4% |
| All | +69.4% | -67.1% | +136.5% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling