+7,496.8%
CME vs BAX
+142.0%
+7,354.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.7% | +3.6% | -2.0% | +0.6% |
| 30D | +10.2% | +8.5% | +1.7% | +7.3% |
| 3M | +17.8% | -4.9% | +22.6% | +18.9% |
| 6M | +11.0% | +47.0% | -36.0% | -2.1% |
| YTD | +17.0% | +38.4% | -21.4% | +3.1% |
| 1Y | +15.8% | +49.1% | -33.3% | -0.6% |
| 3Y | +61.8% | -14.9% | +76.7% | +56.3% |
| 5Y | +72.5% | -63.1% | +135.6% | +124.6% |
| 10Y | +288.0% | -35.6% | +323.6% | +287.2% |
| All | +7,496.8% | +142.0% | +7,354.8% | +4,743.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling