+278.8%
CME vs BAH
+186.6%
+92.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | +4.2% | -6.6% | +10.8% | +5.6% |
| 3M | +7.3% | -7.2% | +14.5% | +8.5% |
| 6M | -11.4% | -10.0% | -1.4% | -10.1% |
| YTD | +3.5% | -12.5% | +16.0% | +4.8% |
| 1Y | +8.6% | -27.9% | +36.5% | +14.4% |
| 3Y | +51.6% | -31.4% | +83.0% | +53.5% |
| 5Y | +75.3% | -3.2% | +78.5% | +54.7% |
| 10Y | +278.8% | +191.5% | +87.4% | +142.2% |
| All | +278.8% | +186.6% | +92.2% | +142.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling