+87.4%
BAC vs CME
+66.3%
+21.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.7% |
| 7D | -1.2% | +0.9% | -2.1% | -1.1% |
| 30D | -7.7% | +13.2% | -20.8% | -7.2% |
| 3M | -21.2% | +16.3% | -37.4% | -20.6% |
| 6M | -6.8% | +7.1% | -14.0% | -6.7% |
| YTD | -8.7% | +15.8% | -24.5% | -8.7% |
| 1Y | -5.3% | +17.1% | -22.4% | -5.2% |
| 3Y | +87.4% | +63.2% | +24.3% | +92.3% |
| All | +87.4% | +66.3% | +21.1% | +92.3% |
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