-11.8%
BA vs CME
+18.8%
-30.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | -7.9% | +13.2% | -21.1% | -8.1% |
| 3M | -25.3% | +16.3% | -41.6% | -25.5% |
| 6M | -24.6% | +7.1% | -31.7% | -25.8% |
| YTD | -20.1% | +15.8% | -36.0% | -20.6% |
| 1Y | -11.8% | +17.1% | -28.8% | -12.8% |
| All | -11.8% | +18.8% | -30.6% | -12.8% |
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