+15.8%
CME vs BN
-7.9%
+23.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.5% |
| 7D | +1.7% | +4.3% | -2.7% | +1.8% |
| 30D | +10.2% | +14.3% | -4.1% | +10.8% |
| 3M | +17.8% | -4.1% | +21.9% | +17.1% |
| 6M | +11.0% | -9.7% | +20.6% | +9.9% |
| YTD | +17.0% | -7.1% | +24.2% | +16.8% |
| 1Y | +15.8% | -7.4% | +23.2% | +15.3% |
| All | +15.8% | -7.9% | +23.7% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling