+7,384.4%
CME vs BN
+5,421.8%
+1,962.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.3% | -2.1% |
| 7D | -0.6% | +3.6% | -4.2% | -2.2% |
| 30D | +8.5% | +15.9% | -7.3% | +1.7% |
| 3M | +16.0% | -2.3% | +18.4% | +16.6% |
| 6M | +9.3% | -8.4% | +17.8% | +12.4% |
| YTD | +15.3% | -5.9% | +21.2% | +15.6% |
| 1Y | +14.4% | -5.6% | +20.0% | +14.2% |
| 3Y | +59.9% | +104.2% | -44.3% | +4.8% |
| 5Y | +69.4% | +35.5% | +34.0% | +28.9% |
| 10Y | +299.5% | +285.2% | +14.3% | +66.1% |
| All | +7,384.4% | +5,421.8% | +1,962.6% | +834.9% |
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