+53.5%
CME vs BP
+36.5%
+17.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | -2.9% | +0.9% | -3.8% | -2.9% |
| 30D | +5.5% | +9.1% | -3.6% | +4.8% |
| 3M | +11.0% | +3.9% | +7.1% | +10.3% |
| 6M | -9.7% | +13.6% | -23.3% | -10.3% |
| YTD | +4.9% | +34.0% | -29.2% | +3.7% |
| 1Y | +10.1% | +39.2% | -29.1% | +8.9% |
| 3Y | +53.5% | +36.4% | +17.1% | +53.4% |
| All | +53.5% | +36.5% | +17.1% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling