+78.7%
CME vs BBY
-1.6%
+80.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.4% | +0.7% | -3.1% | -2.4% |
| 30D | +6.2% | +5.8% | +0.4% | +6.0% |
| 3M | +4.4% | +18.0% | -13.6% | +3.9% |
| 6M | -9.6% | +39.8% | -49.5% | -10.4% |
| YTD | +3.8% | +35.4% | -31.6% | +2.9% |
| 1Y | +9.5% | +21.4% | -11.9% | +9.0% |
| 3Y | +51.9% | +39.5% | +12.4% | +47.7% |
| 5Y | +78.7% | -0.5% | +79.2% | +72.7% |
| All | +78.7% | -1.6% | +80.3% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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