+299.5%
CME vs BP
+132.1%
+167.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -0.6% | -6.9% | +6.3% | +1.1% |
| 30D | +8.5% | -3.6% | +12.1% | +9.4% |
| 3M | +16.0% | +8.4% | +7.6% | +13.4% |
| 6M | +9.3% | +5.3% | +4.0% | +7.4% |
| YTD | +15.3% | +33.2% | -17.8% | +6.4% |
| 1Y | +14.4% | +28.2% | -13.8% | +6.5% |
| 3Y | +59.9% | +49.2% | +10.7% | +40.3% |
| 5Y | +69.4% | +102.9% | -33.4% | +30.7% |
| 10Y | +299.5% | +127.7% | +171.8% | +162.7% |
| All | +299.5% | +132.1% | +167.4% | +162.7% |
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