+280.6%
CME vs BAH
+186.6%
+94.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | +4.7% | -6.6% | +11.3% | +6.1% |
| 3M | +7.8% | -7.2% | +15.0% | +9.0% |
| 6M | -11.0% | -10.0% | -1.0% | -9.7% |
| YTD | +4.0% | -12.5% | +16.5% | +5.3% |
| 1Y | +9.1% | -27.9% | +37.0% | +15.0% |
| 3Y | +52.3% | -31.4% | +83.7% | +54.2% |
| 5Y | +76.1% | -3.2% | +79.3% | +55.4% |
| 10Y | +280.6% | +191.5% | +89.1% | +143.3% |
| All | +280.6% | +186.6% | +94.0% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BAH 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling