+419.5%
CME vs BR
+1,286.0%
-866.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.1% |
| 7D | -2.9% | -5.9% | +3.1% | 0.0% |
| 30D | +5.5% | +1.9% | +3.6% | +4.4% |
| 3M | +11.0% | +14.7% | -3.7% | +3.1% |
| 6M | -9.7% | -12.8% | +3.1% | -4.9% |
| YTD | +4.9% | -23.0% | +27.9% | +16.7% |
| 1Y | +10.1% | -31.7% | +41.8% | +29.8% |
| 3Y | +53.5% | -4.8% | +58.3% | +49.2% |
| 5Y | +77.2% | +7.8% | +69.3% | +56.8% |
| 10Y | +282.1% | +184.1% | +98.1% | +86.2% |
| All | +419.5% | +1,286.0% | -866.5% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling