+6,781.2%
CME vs BNS
+1,625.8%
+5,155.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | -1.6% | +1.5% | -3.1% | -2.5% |
| 30D | +6.2% | +6.0% | +0.3% | +2.5% |
| 3M | +10.4% | +16.3% | -5.9% | +0.8% |
| 6M | -9.5% | +28.8% | -38.3% | -22.5% |
| YTD | +6.0% | +30.0% | -24.0% | -9.8% |
| 1Y | +9.3% | +50.7% | -41.4% | -14.8% |
| 3Y | +57.7% | +125.4% | -67.7% | -5.3% |
| 5Y | +77.7% | +94.2% | -16.5% | +13.9% |
| 10Y | +281.2% | +182.8% | +98.4% | +85.6% |
| All | +6,781.2% | +1,625.8% | +5,155.4% | +1,468.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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