-0.3%
BA vs CMI
+156.7%
-157.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +2.5% | +1.9% | +0.6% | +1.9% |
| 30D | -10.1% | -12.5% | +2.4% | -6.3% |
| 3M | -2.4% | -16.2% | +13.8% | +2.6% |
| 6M | -8.8% | +4.9% | -13.7% | -11.5% |
| YTD | -2.9% | +11.1% | -14.1% | -8.4% |
| 1Y | -8.8% | +43.4% | -52.1% | -21.8% |
| 3Y | -0.3% | +154.1% | -154.3% | -28.7% |
| All | -0.3% | +156.7% | -157.0% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling