-10.6%
BA vs CME
+67.1%
-77.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -0.1% | +3.7% | -3.7% | -0.2% |
| 30D | -9.1% | +13.7% | -22.8% | -9.1% |
| 3M | -28.2% | +16.6% | -44.8% | -28.1% |
| 6M | -23.1% | +8.2% | -31.3% | -23.5% |
| YTD | -20.6% | +16.3% | -36.9% | -20.8% |
| 1Y | -12.7% | +19.1% | -31.8% | -12.9% |
| All | -10.6% | +67.1% | -77.7% | -8.8% |
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 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