+51.6%
CME vs BTG
+99.9%
-48.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -0.6% | +2.4% | -3.0% | -0.7% |
| 30D | +4.7% | +9.5% | -4.8% | +4.6% |
| 3M | +7.8% | +38.5% | -30.7% | +7.6% |
| 6M | -11.0% | +5.6% | -16.6% | -10.9% |
| YTD | +4.0% | +23.9% | -19.9% | +3.8% |
| 1Y | +9.1% | +32.1% | -23.0% | +8.3% |
| All | +51.6% | +99.9% | -48.3% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling