+1,821.9%
BA vs CMI
+19,768.2%
-17,946.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.2% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | -11.6% | -13.4% | +1.8% | -7.0% |
| 3M | -2.4% | -17.0% | +14.6% | +3.7% |
| 6M | -6.6% | -1.6% | -5.0% | -7.1% |
| YTD | -2.2% | +11.0% | -13.2% | -7.3% |
| 1Y | -8.0% | +41.9% | -49.9% | -20.6% |
| 3Y | -5.0% | +151.8% | -156.8% | -34.2% |
| 5Y | -2.7% | +163.6% | -166.3% | -33.8% |
| 10Y | +75.9% | +472.9% | -397.0% | -5.4% |
| All | +1,821.9% | +19,768.2% | -17,946.3% | +210.3% |
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