+9.1%
CME vs BEN
+45.3%
-36.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -0.6% | +3.4% | -4.0% | -0.6% |
| 30D | +4.7% | +1.8% | +2.9% | +4.7% |
| 3M | +7.8% | +8.4% | -0.5% | +8.0% |
| 6M | -11.0% | +35.6% | -46.6% | -10.4% |
| YTD | +4.0% | +46.4% | -42.3% | +4.1% |
| 1Y | +9.1% | +46.3% | -37.2% | +9.2% |
| All | +9.1% | +45.3% | -36.2% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling