+195.2%
BAH vs CPB
-38.9%
+234.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.9% |
| 7D | +1.7% | -1.6% | +3.3% | +2.0% |
| 30D | +20.8% | +19.2% | +1.6% | +16.4% |
| 3M | +11.6% | -1.0% | +12.5% | +11.4% |
| 6M | +23.1% | +15.2% | +7.9% | +18.9% |
| YTD | +5.3% | -13.1% | +18.4% | +7.4% |
| 1Y | +6.1% | -22.4% | +28.6% | +10.8% |
| 3Y | -27.5% | -35.3% | +7.8% | -22.4% |
| 5Y | +6.2% | -33.0% | +39.2% | +12.3% |
| All | +195.2% | -38.9% | +234.1% | +234.5% |
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