+23.3%
BA vs CMI
+320.3%
-297.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -1.1% | +0.5% | -1.6% | -1.5% |
| 30D | -7.1% | -14.0% | +6.9% | +1.2% |
| 3M | -25.5% | -28.1% | +2.6% | -9.3% |
| 6M | -28.7% | -35.8% | +7.1% | -8.2% |
| YTD | -21.0% | -10.5% | -10.5% | -20.3% |
| 1Y | -11.9% | -1.9% | -10.0% | -16.8% |
| 3Y | -16.2% | +121.0% | -137.1% | -59.1% |
| 5Y | -22.4% | +114.6% | -136.9% | -62.5% |
| All | +23.3% | +320.3% | -297.0% | -62.7% |
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