+6,672.2%
CME vs BRO
+914.6%
+5,757.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.6% | -7.3% | +5.7% | +2.4% |
| 30D | +5.6% | -6.9% | +12.4% | +9.4% |
| 3M | +5.6% | +10.7% | -5.1% | -1.0% |
| 6M | -8.3% | -2.7% | -5.6% | -8.4% |
| YTD | +4.3% | -16.3% | +20.7% | +12.2% |
| 1Y | +9.1% | -29.1% | +38.2% | +28.0% |
| 3Y | +52.1% | -7.8% | +59.9% | +49.1% |
| 5Y | +79.7% | +18.7% | +60.9% | +45.8% |
| 10Y | +281.8% | +291.9% | -10.1% | +48.8% |
| All | +6,672.2% | +914.6% | +5,757.5% | +1,509.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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