+135.1%
BAC vs CME
+57.6%
+77.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.1% | -1.6% | +2.7% | +1.1% |
| 30D | -0.4% | +6.2% | -6.6% | -0.3% |
| 3M | +16.9% | +10.4% | +6.5% | +17.0% |
| 6M | +26.6% | -9.5% | +36.1% | +26.1% |
| YTD | +15.8% | +6.0% | +9.8% | +15.2% |
| 1Y | +27.2% | +9.3% | +17.9% | +26.5% |
| All | +135.1% | +57.6% | +77.5% | +125.5% |
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