+896.5%
CME vs BAH
+1,056.2%
-159.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.5% |
| 7D | +0.9% | -3.5% | +4.5% | +1.7% |
| 30D | +13.2% | +24.3% | -11.1% | +8.0% |
| 3M | +16.3% | +16.3% | -0.1% | +12.3% |
| 6M | +7.1% | +13.6% | -6.5% | +3.3% |
| YTD | +15.8% | +3.5% | +12.3% | +13.1% |
| 1Y | +17.1% | +2.7% | +14.4% | +14.2% |
| 3Y | +63.2% | -26.6% | +89.7% | +65.7% |
| 5Y | +70.2% | +8.5% | +61.7% | +52.8% |
| 10Y | +337.0% | +225.1% | +111.9% | +197.6% |
| All | +896.5% | +1,056.2% | -159.7% | +367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling