+6,781.2%
CME vs BN
+5,070.5%
+1,710.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -2.5% | +0.9% | -0.6% |
| 30D | +6.2% | -9.5% | +15.7% | +10.7% |
| 3M | +10.4% | -10.4% | +20.8% | +15.3% |
| 6M | -9.5% | -6.4% | -3.2% | -8.2% |
| YTD | +6.0% | -11.9% | +17.9% | +9.7% |
| 1Y | +9.3% | -8.6% | +17.9% | +10.5% |
| 3Y | +57.7% | +77.6% | -19.9% | +9.6% |
| 5Y | +77.7% | +37.0% | +40.7% | +33.6% |
| 10Y | +281.2% | +266.4% | +14.8% | +61.9% |
| All | +6,781.2% | +5,070.5% | +1,710.7% | +786.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling