+7,496.8%
CME vs BN
+5,347.3%
+2,149.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +2.1% |
| 7D | +1.7% | +4.3% | -2.7% | -0.3% |
| 30D | +10.2% | +14.3% | -4.1% | +3.8% |
| 3M | +17.8% | -4.1% | +21.9% | +19.3% |
| 6M | +11.0% | -9.7% | +20.6% | +14.7% |
| YTD | +17.0% | -7.1% | +24.2% | +18.0% |
| 1Y | +15.8% | -7.4% | +23.2% | +16.6% |
| 3Y | +61.8% | +102.3% | -40.6% | +6.4% |
| 5Y | +72.5% | +35.9% | +36.6% | +30.8% |
| 10Y | +288.0% | +289.2% | -1.2% | +60.3% |
| All | +7,496.8% | +5,347.3% | +2,149.5% | +854.2% |
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 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