+303.4%
CME vs BN
+290.8%
+12.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +3.9% | -1.0% | +4.9% | +4.2% |
| 30D | +11.3% | +14.0% | -2.6% | +7.1% |
| 3M | +19.6% | -9.0% | +28.6% | +22.4% |
| 6M | +8.1% | -8.8% | +16.9% | +10.3% |
| YTD | +20.4% | -10.3% | +30.7% | +22.4% |
| 1Y | +16.5% | -5.8% | +22.3% | +16.6% |
| 3Y | +66.4% | +94.8% | -28.3% | +22.1% |
| 5Y | +74.5% | +31.5% | +43.0% | +46.7% |
| All | +303.4% | +290.8% | +12.6% | +110.2% |
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