+280.6%
CME vs BEN
+53.7%
+226.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -0.6% | +3.4% | -4.0% | -1.4% |
| 30D | +4.7% | +1.8% | +2.9% | +4.2% |
| 3M | +7.8% | +8.4% | -0.5% | +5.7% |
| 6M | -11.0% | +35.6% | -46.6% | -17.4% |
| YTD | +4.0% | +46.4% | -42.3% | -5.4% |
| 1Y | +9.1% | +46.3% | -37.2% | -0.9% |
| 3Y | +52.3% | +54.6% | -2.3% | +32.9% |
| 5Y | +76.1% | +39.4% | +36.7% | +53.4% |
| 10Y | +280.6% | +57.6% | +223.0% | +173.0% |
| All | +280.6% | +53.7% | +226.9% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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