+303.4%
CME vs BAH
+198.8%
+104.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +3.9% | +1.7% | +2.2% | +3.6% |
| 30D | +11.3% | +20.8% | -9.4% | +7.0% |
| 3M | +19.6% | +11.6% | +8.0% | +16.6% |
| 6M | +8.1% | +23.1% | -15.0% | +2.7% |
| YTD | +20.4% | +5.3% | +15.1% | +17.2% |
| 1Y | +16.5% | +6.1% | +10.4% | +12.9% |
| 3Y | +66.4% | -27.5% | +93.9% | +68.9% |
| 5Y | +74.5% | +6.2% | +68.3% | +53.3% |
| All | +303.4% | +198.8% | +104.6% | +176.4% |
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