+251.7%
BAC vs CME
+320.1%
-68.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +2.0% | -0.6% | +2.5% | +2.3% |
| 30D | -6.9% | +8.5% | -15.5% | -10.9% |
| 3M | -19.6% | +16.0% | -35.6% | -25.7% |
| 6M | -0.5% | +9.3% | -9.8% | -6.1% |
| YTD | -6.6% | +15.3% | -21.9% | -15.2% |
| 1Y | -3.0% | +14.4% | -17.4% | -11.7% |
| 3Y | +97.3% | +59.9% | +37.4% | +43.4% |
| 5Y | +21.9% | +69.4% | -47.6% | -16.5% |
| 10Y | +251.7% | +299.5% | -47.8% | +19.6% |
| All | +251.7% | +320.1% | -68.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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