+6,636.0%
CME vs BNY
+877.9%
+5,758.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -2.4% | -1.1% | -1.3% | -1.9% |
| 30D | +6.2% | +1.4% | +4.8% | +5.4% |
| 3M | +4.4% | +16.8% | -12.4% | -3.7% |
| 6M | -9.6% | +42.0% | -51.6% | -24.7% |
| YTD | +3.8% | +41.9% | -38.1% | -13.8% |
| 1Y | +9.5% | +59.2% | -49.7% | -14.4% |
| 3Y | +51.9% | +290.9% | -239.0% | -27.0% |
| 5Y | +78.7% | +259.0% | -180.3% | -14.1% |
| 10Y | +279.7% | +413.0% | -133.3% | +41.1% |
| All | +6,636.0% | +877.9% | +5,758.1% | +1,522.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling