+1,470.0%
BA vs CMI
+15,992.3%
-14,522.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.5% |
| 7D | 0.0% | -9.3% | +9.3% | +3.4% |
| 30D | -8.9% | -13.2% | +4.3% | -4.6% |
| 3M | -25.5% | -28.2% | +2.7% | -16.6% |
| 6M | -27.0% | -32.7% | +5.8% | -16.9% |
| YTD | -20.1% | -10.1% | -10.0% | -18.7% |
| 1Y | -11.0% | -4.9% | -6.1% | -11.4% |
| 3Y | -11.8% | +120.4% | -132.2% | -36.2% |
| 5Y | -20.6% | +114.3% | -134.9% | -42.1% |
| 10Y | +26.6% | +324.8% | -298.2% | -24.7% |
| All | +1,470.0% | +15,992.3% | -14,522.3% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling