+65.2%
CME vs BR
+14.4%
+50.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +2.7% | -1.3% | +4.0% | +2.9% |
| 30D | +13.5% | +13.7% | -0.2% | +11.0% |
| 3M | +20.9% | +13.8% | +7.1% | +18.2% |
| 6M | +11.5% | +29.7% | -18.2% | +6.6% |
| YTD | +19.5% | -12.6% | +32.1% | +21.2% |
| 1Y | +17.2% | -12.4% | +29.7% | +18.9% |
| All | +65.2% | +14.4% | +50.8% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling