+7,715.0%
CME vs BBY
+999.6%
+6,715.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.6% |
| 7D | +3.9% | +4.5% | -0.5% | +2.8% |
| 30D | +11.3% | +16.8% | -5.5% | +6.9% |
| 3M | +19.6% | +23.2% | -3.7% | +13.0% |
| 6M | +8.1% | +91.9% | -83.9% | -9.0% |
| YTD | +20.4% | +61.6% | -41.2% | +4.9% |
| 1Y | +16.5% | +43.9% | -27.4% | +4.4% |
| 3Y | +66.4% | +88.6% | -22.2% | +31.5% |
| 5Y | +74.5% | -3.1% | +77.6% | +59.7% |
| 10Y | +308.5% | +290.2% | +18.3% | +122.1% |
| All | +7,715.0% | +999.6% | +6,715.4% | +2,581.9% |
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