+282.1%
CME vs BN
+259.6%
+22.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.4% |
| 7D | -2.9% | -1.2% | -1.7% | -2.5% |
| 30D | +5.5% | -10.9% | +16.4% | +8.9% |
| 3M | +11.0% | -11.1% | +22.0% | +14.5% |
| 6M | -9.7% | -4.4% | -5.3% | -9.4% |
| YTD | +4.9% | -14.1% | +19.0% | +8.2% |
| 1Y | +10.1% | -11.1% | +21.1% | +11.8% |
| 3Y | +53.5% | +75.6% | -22.0% | +16.7% |
| 5Y | +77.2% | +35.8% | +41.4% | +45.2% |
| 10Y | +282.1% | +261.6% | +20.6% | +104.8% |
| All | +282.1% | +259.6% | +22.6% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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