+842.4%
BA vs CME
+7,469.3%
-6,626.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | -1.6% | +2.7% | +1.7% |
| 30D | -11.6% | +6.2% | -17.9% | -13.6% |
| 3M | -2.4% | +10.4% | -12.8% | -6.2% |
| 6M | -6.6% | -9.5% | +2.9% | -4.2% |
| YTD | -2.2% | +6.0% | -8.3% | -5.3% |
| 1Y | -8.0% | +9.3% | -17.3% | -12.1% |
| 3Y | -5.0% | +57.7% | -62.6% | -21.6% |
| 5Y | -2.7% | +77.7% | -80.4% | -23.6% |
| 10Y | +75.9% | +281.2% | -205.4% | +11.9% |
| All | +842.4% | +7,469.3% | -6,626.9% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling