+274.2%
CME vs BG
+166.7%
+107.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.9% |
| 7D | -1.6% | +3.1% | -4.7% | -2.2% |
| 30D | +5.6% | +10.2% | -4.6% | +3.5% |
| 3M | +5.6% | -1.7% | +7.3% | +5.6% |
| 6M | -8.3% | +1.0% | -9.2% | -9.0% |
| YTD | +4.3% | +39.9% | -35.6% | -3.4% |
| 1Y | +9.1% | +53.2% | -44.1% | -1.2% |
| 3Y | +52.1% | +16.3% | +35.8% | +44.6% |
| 5Y | +79.7% | +83.9% | -4.2% | +47.7% |
| All | +274.2% | +166.7% | +107.6% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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