-10.1%
BA vs CMI
+41.9%
-52.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | -11.3% | -12.3% | +1.0% | -8.6% |
| 3M | -3.8% | -16.8% | +13.0% | -0.3% |
| 6M | -8.3% | +1.5% | -9.8% | -9.5% |
| YTD | -4.9% | +9.8% | -14.7% | -7.4% |
| 1Y | -10.1% | +42.6% | -52.6% | -11.9% |
| All | -10.1% | +41.9% | -52.0% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling