+71.1%
BA vs CMI
+509.0%
-438.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -2.7% | +0.8% | -3.5% | -3.2% |
| 30D | -12.2% | -12.8% | +0.6% | -4.5% |
| 3M | -2.0% | -12.4% | +10.4% | +5.2% |
| 6M | -6.0% | -0.9% | -5.1% | -8.2% |
| YTD | -5.7% | +8.9% | -14.5% | -15.0% |
| 1Y | -10.0% | +37.7% | -47.7% | -31.9% |
| 3Y | -3.1% | +148.9% | -151.9% | -54.9% |
| 5Y | -2.6% | +164.4% | -167.0% | -58.2% |
| All | +71.1% | +509.0% | -438.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CMI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling