+79.6%
CME vs BG
+81.8%
-2.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.7% |
| 7D | -1.6% | +3.1% | -4.7% | -1.9% |
| 30D | +5.6% | +10.2% | -4.6% | +4.6% |
| 3M | +5.6% | -1.7% | +7.3% | +5.6% |
| 6M | -8.3% | +1.0% | -9.2% | -8.6% |
| YTD | +4.3% | +39.9% | -35.6% | +0.5% |
| 1Y | +9.1% | +53.2% | -44.1% | +4.0% |
| 3Y | +52.1% | +16.3% | +35.8% | +50.0% |
| All | +79.6% | +81.8% | -2.2% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling