+280.6%
CME vs BAX
-37.8%
+318.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -0.6% | -5.1% | +4.5% | +0.2% |
| 30D | +4.7% | -12.2% | +16.8% | +6.9% |
| 3M | +7.8% | +21.8% | -14.0% | +3.8% |
| 6M | -11.0% | +36.3% | -47.3% | -16.3% |
| YTD | +4.0% | +27.8% | -23.8% | -1.9% |
| 1Y | +9.1% | -0.1% | +9.2% | +7.7% |
| 3Y | +52.3% | -33.3% | +85.6% | +59.8% |
| 5Y | +76.1% | -67.1% | +143.2% | +135.8% |
| 10Y | +280.6% | -36.9% | +317.5% | +322.3% |
| All | +280.6% | -37.8% | +318.4% | +322.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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