+7,715.0%
CME vs BNS
+1,617.4%
+6,097.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +3.9% | +0.9% | +3.0% | +3.4% |
| 30D | +11.3% | +2.8% | +8.6% | +9.4% |
| 3M | +19.6% | +3.0% | +16.6% | +16.8% |
| 6M | +8.1% | +23.3% | -15.2% | -5.0% |
| YTD | +20.4% | +29.3% | -8.9% | +2.3% |
| 1Y | +16.5% | +41.7% | -25.2% | -6.1% |
| 3Y | +66.4% | +147.7% | -81.3% | -5.4% |
| 5Y | +74.5% | +79.4% | -4.9% | +17.1% |
| 10Y | +308.5% | +188.5% | +120.0% | +96.0% |
| All | +7,715.0% | +1,617.4% | +6,097.6% | +1,679.5% |
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