+7,663.4%
CME vs BP
+282.4%
+7,381.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.6% |
| 7D | +2.5% | -0.8% | +3.2% | +2.8% |
| 30D | +13.9% | -3.1% | +17.1% | +15.0% |
| 3M | +22.4% | +6.2% | +16.2% | +19.1% |
| 6M | +12.9% | +4.8% | +8.1% | +10.0% |
| YTD | +19.6% | +35.2% | -15.6% | +5.2% |
| 1Y | +17.7% | +27.4% | -9.7% | +5.6% |
| 3Y | +65.3% | +49.8% | +15.6% | +35.1% |
| 5Y | +75.1% | +109.4% | -34.3% | +19.0% |
| 10Y | +305.8% | +135.7% | +170.1% | +134.5% |
| All | +7,663.4% | +282.4% | +7,381.0% | +3,399.0% |
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