+26.8%
BA vs CMI
+335.9%
-309.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.6% |
| 7D | -1.4% | -1.8% | +0.4% | -0.4% |
| 30D | -7.9% | -12.2% | +4.3% | -0.9% |
| 3M | -25.2% | -26.5% | +1.4% | -10.1% |
| 6M | -26.7% | -33.6% | +6.9% | -7.7% |
| YTD | -19.6% | -8.3% | -11.3% | -20.1% |
| 1Y | -10.6% | -1.3% | -9.3% | -15.9% |
| 3Y | -11.2% | +124.8% | -136.0% | -57.1% |
| 5Y | -20.4% | +119.9% | -140.3% | -62.1% |
| 10Y | +26.8% | +335.9% | -309.1% | -62.0% |
| All | +26.8% | +335.9% | -309.1% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling