+77.5%
CME vs BAX
-66.9%
+144.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -1.0% |
| 7D | -2.9% | -2.4% | -0.4% | -2.8% |
| 30D | +5.5% | -9.7% | +15.3% | +5.9% |
| 3M | +11.0% | +29.3% | -18.3% | +9.8% |
| 6M | -9.7% | +40.7% | -50.4% | -11.0% |
| YTD | +4.9% | +30.3% | -25.4% | +3.5% |
| 1Y | +10.1% | +3.4% | +6.7% | +10.0% |
| 3Y | +53.5% | -32.0% | +85.5% | +57.5% |
| All | +77.5% | -66.9% | +144.5% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling