+208.8%
BAH vs CPB
-39.9%
+248.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.8% |
| 7D | -1.5% | +3.3% | -4.8% | -2.2% |
| 30D | +17.3% | +19.0% | -1.7% | +13.0% |
| 3M | +14.9% | +0.4% | +14.4% | +14.4% |
| 6M | +14.2% | +13.0% | +1.3% | +10.8% |
| YTD | +5.1% | -12.7% | +17.9% | +7.2% |
| 1Y | +2.1% | -20.9% | +23.0% | +6.2% |
| 3Y | -26.0% | -35.4% | +9.4% | -20.7% |
| 5Y | +9.0% | -32.3% | +41.2% | +15.0% |
| 10Y | +208.8% | -40.5% | +249.3% | +250.4% |
| All | +208.8% | -39.9% | +248.7% | +250.4% |
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