+9.1%
CME vs BAX
+1.4%
+7.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.9% |
| 7D | -0.6% | -5.1% | +4.5% | -0.8% |
| 30D | +4.7% | -12.2% | +16.8% | +4.2% |
| 3M | +7.8% | +21.8% | -14.0% | +8.8% |
| 6M | -11.0% | +36.3% | -47.3% | -9.4% |
| YTD | +4.0% | +27.8% | -23.8% | +5.6% |
| 1Y | +9.1% | -0.1% | +9.2% | +8.6% |
| All | +9.1% | +1.4% | +7.7% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling