+288.0%
CME vs BN
+280.2%
+7.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.9% |
| 7D | +1.7% | +4.3% | -2.7% | +0.4% |
| 30D | +10.2% | +14.3% | -4.1% | +5.9% |
| 3M | +17.8% | -4.1% | +21.9% | +18.8% |
| 6M | +11.0% | -9.7% | +20.6% | +13.6% |
| YTD | +17.0% | -7.1% | +24.2% | +17.9% |
| 1Y | +15.8% | -7.4% | +23.2% | +16.5% |
| 3Y | +61.8% | +102.3% | -40.6% | +17.3% |
| 5Y | +72.5% | +35.9% | +36.6% | +43.6% |
| 10Y | +288.0% | +289.2% | -1.2% | +96.2% |
| All | +288.0% | +280.2% | +7.8% | +96.2% |
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