+95.9%
BAC vs CME
+64.7%
+31.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | +2.7% | -1.2% | +1.6% |
| 30D | -6.4% | +13.5% | -19.9% | -5.9% |
| 3M | -21.7% | +20.9% | -42.6% | -21.0% |
| 6M | +0.5% | +11.5% | -11.0% | +0.8% |
| YTD | -6.7% | +19.5% | -26.2% | -6.6% |
| 1Y | -4.7% | +17.2% | -21.9% | -4.6% |
| All | +95.9% | +64.7% | +31.3% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling