-11.9%
BA vs CME
+17.3%
-29.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | +3.9% | -5.0% | -1.5% |
| 30D | -7.1% | +11.3% | -18.5% | -7.6% |
| 3M | -25.5% | +19.6% | -45.1% | -26.1% |
| 6M | -28.7% | +8.1% | -36.8% | -30.2% |
| YTD | -21.0% | +20.4% | -41.4% | -22.3% |
| 1Y | -11.9% | +16.5% | -28.4% | -12.2% |
| All | -11.9% | +17.3% | -29.2% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling