-37.2%
CAG vs BAH
+207.1%
-244.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.8% | -7.5% | -3.5% |
| 7D | -5.9% | +2.4% | -8.3% | -6.3% |
| 30D | -1.5% | -2.9% | +1.4% | -1.1% |
| 3M | +11.5% | -1.3% | +12.8% | +11.3% |
| 6M | -15.7% | -0.9% | -14.8% | -16.1% |
| YTD | -10.2% | -8.2% | -2.0% | -10.3% |
| 1Y | -18.1% | -24.0% | +5.9% | -15.4% |
| 3Y | -39.4% | -28.1% | -11.3% | -39.0% |
| 5Y | -42.6% | +2.5% | -45.1% | -47.7% |
| All | -37.2% | +207.1% | -244.3% | -55.7% |
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