+6,781.2%
CME vs BBY
+843.9%
+5,937.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -1.0% |
| 7D | -1.6% | +9.5% | -11.1% | -3.8% |
| 30D | +6.2% | +6.8% | -0.6% | +4.3% |
| 3M | +10.4% | +28.9% | -18.4% | +3.3% |
| 6M | -9.5% | +37.8% | -47.3% | -17.3% |
| YTD | +6.0% | +38.7% | -32.7% | -3.7% |
| 1Y | +9.3% | +23.7% | -14.4% | +1.5% |
| 3Y | +57.7% | +39.1% | +18.5% | +35.2% |
| 5Y | +77.7% | -0.4% | +78.1% | +60.5% |
| 10Y | +281.2% | +234.0% | +47.2% | +116.0% |
| All | +6,781.2% | +843.9% | +5,937.3% | +2,360.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling