+202.5%
BAH vs CPB
-40.1%
+242.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -1.6% | -4.1% | +2.5% | -0.7% |
| 30D | +18.0% | +16.9% | +1.1% | +14.2% |
| 3M | +11.4% | -0.6% | +12.0% | +11.2% |
| 6M | +17.7% | +11.4% | +6.3% | +14.5% |
| YTD | +5.4% | -14.8% | +20.2% | +8.0% |
| 1Y | +2.8% | -24.8% | +27.5% | +8.0% |
| 3Y | -26.7% | -36.6% | +10.0% | -21.1% |
| 5Y | +8.1% | -33.3% | +41.4% | +14.4% |
| 10Y | +202.5% | -40.4% | +242.9% | +239.6% |
| All | +202.5% | -40.1% | +242.7% | +239.6% |
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