+26.7%
BAC vs CME
+10.2%
+16.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | +1.2% | -2.9% | +4.0% | +1.1% |
| 30D | -0.7% | +5.5% | -6.3% | -0.6% |
| 3M | +16.9% | +11.0% | +6.0% | +16.9% |
| 6M | +29.6% | -9.7% | +39.3% | +28.4% |
| YTD | +15.3% | +4.9% | +10.4% | +11.6% |
| All | +26.7% | +10.2% | +16.5% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling