+51.6%
CME vs BR
-5.1%
+56.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.6% | -5.0% | +4.4% | +0.1% |
| 30D | +4.7% | -2.5% | +7.1% | +5.1% |
| 3M | +7.8% | +13.5% | -5.7% | +5.5% |
| 6M | -11.0% | -9.4% | -1.6% | -10.0% |
| YTD | +4.0% | -23.3% | +27.3% | +8.1% |
| 1Y | +9.1% | -31.6% | +40.7% | +15.8% |
| All | +51.6% | -5.1% | +56.7% | +51.1% |
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