+52.1%
CME vs BNY
+287.0%
-235.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | +5.6% | -0.2% | +5.8% | +5.6% |
| 3M | +5.6% | +14.9% | -9.3% | +4.6% |
| 6M | -8.3% | +40.0% | -48.3% | -10.5% |
| YTD | +4.3% | +42.0% | -37.6% | +1.7% |
| 1Y | +9.1% | +56.9% | -47.8% | +5.5% |
| 3Y | +52.1% | +289.9% | -237.8% | +42.8% |
| All | +52.1% | +287.0% | -235.0% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3y: compounded portfolio wealth divided by compounded BNY 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…
3y analysis · Full analysis span regression · 6 months rolling