+6,781.2%
CME vs BG
+736.3%
+6,044.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.6% | +2.8% | -4.4% | -2.4% |
| 30D | +6.2% | +12.0% | -5.8% | +2.8% |
| 3M | +10.4% | -7.7% | +18.1% | +12.4% |
| 6M | -9.5% | +4.5% | -14.0% | -11.4% |
| YTD | +6.0% | +35.7% | -29.7% | -3.9% |
| 1Y | +9.3% | +50.1% | -40.8% | -4.3% |
| 3Y | +57.7% | +12.6% | +45.0% | +46.8% |
| 5Y | +77.7% | +75.4% | +2.3% | +40.0% |
| 10Y | +281.2% | +150.5% | +130.8% | +147.9% |
| All | +6,781.2% | +736.3% | +6,044.9% | +3,278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling