+6,781.2%
CME vs BTI
+1,959.9%
+4,821.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.0% |
| 30D | +6.2% | -6.6% | +12.8% | +9.3% |
| 3M | +10.4% | -3.0% | +13.4% | +11.3% |
| 6M | -9.5% | -6.7% | -2.9% | -7.6% |
| YTD | +6.0% | +0.6% | +5.5% | +4.5% |
| 1Y | +9.3% | +5.6% | +3.7% | +5.1% |
| 3Y | +57.7% | +110.3% | -52.7% | +9.8% |
| 5Y | +77.7% | +114.3% | -36.6% | +19.9% |
| 10Y | +281.2% | +67.7% | +213.6% | +170.8% |
| All | +6,781.2% | +1,959.9% | +4,821.3% | +1,997.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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