+6,781.2%
CME vs BP
+270.2%
+6,511.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.6% | +3.9% | -5.5% | -3.0% |
| 30D | +6.2% | +7.6% | -1.4% | +3.2% |
| 3M | +10.4% | +0.7% | +9.7% | +9.7% |
| 6M | -9.5% | +15.5% | -25.0% | -15.0% |
| YTD | +6.0% | +30.8% | -24.8% | -5.3% |
| 1Y | +9.3% | +34.3% | -25.0% | -3.7% |
| 3Y | +57.7% | +35.1% | +22.6% | +34.4% |
| 5Y | +77.7% | +126.8% | -49.1% | +16.5% |
| 10Y | +281.2% | +123.4% | +157.9% | +125.7% |
| All | +6,781.2% | +270.2% | +6,511.0% | +3,051.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling