+154.7%
BAC vs CME
+8,169.9%
-8,015.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.4% |
| 7D | -1.2% | +0.9% | -2.1% | -1.7% |
| 30D | -7.7% | +13.2% | -20.8% | -15.1% |
| 3M | -21.2% | +16.3% | -37.4% | -29.1% |
| 6M | -6.8% | +7.1% | -14.0% | -12.8% |
| YTD | -8.7% | +15.8% | -24.5% | -19.7% |
| 1Y | -5.3% | +17.1% | -22.4% | -17.5% |
| 3Y | +87.4% | +63.2% | +24.3% | +26.2% |
| 5Y | +18.9% | +70.2% | -51.3% | -24.3% |
| 10Y | +273.3% | +337.0% | -63.7% | +18.3% |
| All | +154.7% | +8,169.9% | -8,015.2% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling