+545.6%
CME vs BTG
+378.0%
+167.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -1.0% |
| 7D | -2.9% | +4.8% | -7.7% | -3.1% |
| 30D | +5.5% | +8.3% | -2.8% | +5.1% |
| 3M | +11.0% | +32.3% | -21.3% | +9.4% |
| 6M | -9.7% | +3.0% | -12.7% | -10.2% |
| YTD | +4.9% | +21.9% | -17.1% | +3.3% |
| 1Y | +10.1% | +28.2% | -18.1% | +8.0% |
| 3Y | +53.5% | +99.9% | -46.4% | +46.4% |
| 5Y | +77.2% | +73.6% | +3.6% | +69.0% |
| 10Y | +282.1% | +136.5% | +145.6% | +253.9% |
| All | +545.6% | +378.0% | +167.6% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling