+214.5%
BAC vs CME
+305.5%
-91.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | +2.7% | -1.2% | +0.2% |
| 30D | -6.4% | +13.5% | -19.9% | -12.3% |
| 3M | -21.7% | +20.9% | -42.6% | -29.1% |
| 6M | +0.5% | +11.5% | -11.0% | -6.1% |
| YTD | -6.7% | +19.5% | -26.2% | -16.8% |
| 1Y | -4.7% | +17.2% | -21.9% | -14.2% |
| 3Y | +96.1% | +65.1% | +30.9% | +40.4% |
| 5Y | +21.7% | +73.1% | -51.4% | -17.2% |
| All | +214.5% | +305.5% | -91.1% | +6.9% |
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