-10.1%
BA vs CME
+66.3%
-76.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.5% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | -7.9% | +13.2% | -21.1% | -7.9% |
| 3M | -25.3% | +16.3% | -41.6% | -25.3% |
| 6M | -24.6% | +7.1% | -31.7% | -25.0% |
| YTD | -20.1% | +15.8% | -36.0% | -20.3% |
| 1Y | -11.8% | +17.1% | -28.8% | -11.9% |
| 3Y | -10.1% | +63.2% | -73.3% | -8.3% |
| All | -10.1% | +66.3% | -76.5% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling