+73.9%
BA vs CME
+284.8%
-210.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +1.2% | -1.6% | +2.7% | +2.0% |
| 30D | -11.6% | +6.2% | -17.9% | -14.8% |
| 3M | -2.4% | +10.4% | -12.8% | -8.5% |
| 6M | -6.6% | -9.5% | +2.9% | -2.5% |
| YTD | -2.2% | +6.0% | -8.3% | -7.6% |
| 1Y | -8.0% | +9.3% | -17.3% | -15.0% |
| 3Y | -5.0% | +57.7% | -62.6% | -33.3% |
| 5Y | -2.7% | +77.7% | -80.4% | -39.3% |
| All | +73.9% | +284.8% | -210.9% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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