+28.1%
BA vs CME
+320.1%
-291.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.3% |
| 7D | -1.7% | -0.6% | -1.2% | -1.4% |
| 30D | -9.5% | +8.5% | -18.0% | -13.4% |
| 3M | -26.5% | +16.0% | -42.5% | -32.5% |
| 6M | -27.4% | +9.3% | -36.7% | -31.7% |
| YTD | -20.6% | +15.3% | -35.9% | -28.4% |
| 1Y | -11.4% | +14.4% | -25.8% | -19.8% |
| 3Y | -10.8% | +59.9% | -70.8% | -37.3% |
| 5Y | -21.9% | +69.4% | -91.4% | -48.7% |
| 10Y | +28.1% | +299.5% | -271.4% | -39.9% |
| All | +28.1% | +320.1% | -291.9% | -39.9% |
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