+77.2%
CME vs BEN
+42.4%
+34.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.9% | +4.7% | -7.6% | -3.2% |
| 30D | +5.5% | +2.6% | +2.9% | +5.3% |
| 3M | +11.0% | +11.5% | -0.5% | +9.8% |
| 6M | -9.7% | +35.3% | -45.0% | -12.2% |
| YTD | +4.9% | +48.6% | -43.8% | +0.9% |
| 1Y | +10.1% | +46.7% | -36.6% | +5.9% |
| 3Y | +53.5% | +57.0% | -3.5% | +45.8% |
| 5Y | +77.2% | +41.8% | +35.3% | +68.6% |
| All | +77.2% | +42.4% | +34.8% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling