+14.1%
CME vs BP
+28.1%
-14.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -0.6% | -6.9% | +6.3% | +0.7% |
| 30D | +8.5% | -3.6% | +12.1% | +9.2% |
| 3M | +16.0% | +8.4% | +7.6% | +13.8% |
| 6M | +9.3% | +5.3% | +4.0% | +7.5% |
| YTD | +15.3% | +33.2% | -17.8% | +9.7% |
| All | +14.1% | +28.1% | -14.0% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling