+274.2%
CME vs BTG
+159.3%
+115.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -1.6% | -3.8% | +2.2% | -1.4% |
| 30D | +5.6% | +3.6% | +2.0% | +5.3% |
| 3M | +5.6% | +32.0% | -26.4% | +3.9% |
| 6M | -8.3% | +3.4% | -11.6% | -8.8% |
| YTD | +4.3% | +20.8% | -16.4% | +2.5% |
| 1Y | +9.1% | +22.4% | -13.3% | +6.7% |
| 3Y | +52.1% | +91.7% | -39.7% | +43.1% |
| 5Y | +79.7% | +79.0% | +0.7% | +68.6% |
| All | +274.2% | +159.3% | +115.0% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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