+665.9%
BA vs CME
+8,206.4%
-7,540.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -0.1% | +3.7% | -3.7% | -1.3% |
| 30D | -9.1% | +13.7% | -22.8% | -13.0% |
| 3M | -28.2% | +16.6% | -44.8% | -32.0% |
| 6M | -23.1% | +8.2% | -31.3% | -25.7% |
| YTD | -20.6% | +16.3% | -36.9% | -25.5% |
| 1Y | -12.7% | +19.1% | -31.8% | -18.9% |
| 3Y | -11.6% | +67.4% | -78.9% | -28.4% |
| 5Y | -23.1% | +71.0% | -94.1% | -38.7% |
| 10Y | +34.4% | +338.9% | -304.6% | -18.3% |
| All | +665.9% | +8,206.4% | -7,540.5% | +164.0% |
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