+391.8%
BAC vs CME
+282.5%
+109.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | +1.2% | -2.9% | +4.0% | +2.6% |
| 30D | -0.7% | +5.5% | -6.3% | -3.5% |
| 3M | +16.9% | +11.0% | +6.0% | +10.1% |
| 6M | +29.6% | -9.7% | +39.3% | +34.9% |
| YTD | +15.3% | +4.9% | +10.4% | +10.1% |
| 1Y | +28.8% | +10.1% | +18.7% | +19.5% |
| 3Y | +136.4% | +53.5% | +82.9% | +74.4% |
| 5Y | +72.9% | +77.2% | -4.2% | +13.3% |
| 10Y | +391.8% | +282.1% | +109.6% | +75.9% |
| All | +391.8% | +282.5% | +109.3% | +75.9% |
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