-38.3%
CAG vs BAH
+198.8%
-237.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -3.3% | +1.7% | -5.1% | -3.6% |
| 30D | +7.7% | +20.8% | -13.1% | +4.4% |
| 3M | -3.2% | +11.6% | -14.7% | -5.1% |
| 6M | +7.0% | +23.1% | -16.1% | +2.9% |
| YTD | -9.0% | +5.3% | -14.2% | -11.2% |
| 1Y | -9.6% | +6.1% | -15.7% | -12.0% |
| 3Y | -36.0% | -27.5% | -8.5% | -35.0% |
| 5Y | -40.9% | +6.2% | -47.1% | -45.9% |
| All | -38.3% | +198.8% | -237.1% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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