+282.1%
CME vs BP
+126.3%
+155.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.7% |
| 7D | -2.9% | +0.9% | -3.8% | -3.1% |
| 30D | +5.5% | +9.1% | -3.6% | +3.2% |
| 3M | +11.0% | +3.9% | +7.1% | +9.7% |
| 6M | -9.7% | +13.6% | -23.3% | -12.9% |
| YTD | +4.9% | +34.0% | -29.2% | -3.2% |
| 1Y | +10.1% | +39.2% | -29.1% | +0.4% |
| 3Y | +53.5% | +36.4% | +17.1% | +38.4% |
| 5Y | +77.2% | +135.8% | -58.6% | +29.9% |
| 10Y | +282.1% | +125.0% | +157.1% | +151.5% |
| All | +282.1% | +126.3% | +155.9% | +151.5% |
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