+274.2%
CME vs BR
+189.7%
+84.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.6% | -3.0% | +1.4% | -0.6% |
| 30D | +5.6% | -0.3% | +5.9% | +5.6% |
| 3M | +5.6% | +17.3% | -11.7% | -0.4% |
| 6M | -8.3% | -6.7% | -1.6% | -6.8% |
| YTD | +4.3% | -23.4% | +27.8% | +13.3% |
| 1Y | +9.1% | -32.7% | +41.8% | +24.0% |
| 3Y | +52.1% | -5.9% | +58.0% | +49.6% |
| 5Y | +79.7% | +8.4% | +71.2% | +63.6% |
| All | +274.2% | +189.7% | +84.6% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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