-26.6%
BAH vs CPB
-36.0%
+9.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.2% |
| 7D | -3.5% | +8.0% | -11.5% | -5.0% |
| 30D | +24.3% | +22.4% | +1.9% | +19.6% |
| 3M | +16.3% | +2.5% | +13.8% | +15.2% |
| 6M | +13.6% | +12.2% | +1.4% | +10.5% |
| YTD | +3.5% | -12.8% | +16.3% | +5.2% |
| 1Y | +2.7% | -19.2% | +21.9% | +5.8% |
| 3Y | -26.6% | -35.6% | +9.0% | -21.2% |
| All | -26.6% | -36.0% | +9.4% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling