+300.3%
CME vs BP
+141.7%
+158.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.4% |
| 7D | +2.7% | +2.5% | +0.2% | +2.1% |
| 30D | +13.5% | -5.6% | +19.1% | +15.0% |
| 3M | +20.9% | +8.0% | +12.9% | +18.3% |
| 6M | +11.5% | +5.7% | +5.8% | +9.4% |
| YTD | +19.5% | +36.8% | -17.4% | +9.5% |
| 1Y | +17.2% | +30.7% | -13.5% | +8.6% |
| 3Y | +65.1% | +51.6% | +13.5% | +44.5% |
| 5Y | +73.1% | +112.2% | -39.1% | +31.9% |
| All | +300.3% | +141.7% | +158.5% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling