+79.1%
CME vs BAH
-3.4%
+82.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -1.6% | -3.2% | +1.7% | -1.3% |
| 30D | +6.2% | +2.0% | +4.2% | +6.0% |
| 3M | +10.4% | -7.6% | +18.1% | +10.9% |
| 6M | -9.5% | -5.7% | -3.9% | -9.4% |
| YTD | +6.0% | -11.7% | +17.7% | +6.5% |
| 1Y | +9.3% | -27.4% | +36.6% | +11.8% |
| 3Y | +57.7% | -32.5% | +90.2% | +56.6% |
| All | +79.1% | -3.4% | +82.5% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling