+183.9%
BAH vs CPB
-45.7%
+229.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.3% |
| 7D | -4.3% | -8.2% | +3.9% | -2.7% |
| 30D | -4.5% | -5.6% | +1.1% | -3.4% |
| 3M | -7.6% | +3.0% | -10.6% | -8.4% |
| 6M | -10.6% | -12.7% | +2.1% | -8.5% |
| YTD | -12.6% | -18.0% | +5.4% | -9.4% |
| 1Y | -27.0% | -31.7% | +4.7% | -21.5% |
| 3Y | -31.5% | -41.0% | +9.5% | -25.1% |
| 5Y | -3.8% | -38.4% | +34.6% | +3.7% |
| 10Y | +183.9% | -45.0% | +228.9% | +229.8% |
| All | +183.9% | -45.7% | +229.6% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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