+7,663.3%
CME vs BEN
+551.0%
+7,112.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.5% | +7.2% | -4.7% | -1.1% |
| 30D | +13.9% | +14.1% | -0.2% | +6.6% |
| 3M | +22.4% | +9.9% | +12.5% | +16.3% |
| 6M | +12.9% | +17.4% | -4.5% | +3.3% |
| YTD | +19.6% | +57.3% | -37.7% | -6.0% |
| 1Y | +17.7% | +66.9% | -49.3% | -10.3% |
| 3Y | +65.3% | +85.7% | -20.4% | +11.5% |
| 5Y | +75.1% | +31.2% | +43.9% | +33.4% |
| 10Y | +305.8% | +61.0% | +244.7% | +136.8% |
| All | +7,663.3% | +551.0% | +7,112.3% | +1,793.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling