-4.6%
BA vs CME
+57.6%
-62.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +1.2% | -1.6% | +2.7% | +1.1% |
| 30D | -11.6% | +6.2% | -17.9% | -11.6% |
| 3M | -2.4% | +10.4% | -12.8% | -2.5% |
| 6M | -6.6% | -9.5% | +2.9% | -7.2% |
| YTD | -2.2% | +6.0% | -8.3% | -2.5% |
| 1Y | -8.0% | +9.3% | -17.3% | -8.1% |
| All | -4.6% | +57.6% | -62.2% | -5.1% |
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