+79.6%
CME vs BNY
+256.6%
-176.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | +5.6% | -0.2% | +5.8% | +5.6% |
| 3M | +5.6% | +14.9% | -9.3% | +3.0% |
| 6M | -8.3% | +40.0% | -48.3% | -13.7% |
| YTD | +4.3% | +42.0% | -37.6% | -2.2% |
| 1Y | +9.1% | +56.9% | -47.8% | +0.3% |
| 3Y | +52.1% | +289.9% | -237.8% | +13.9% |
| All | +79.6% | +256.6% | -176.9% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling