-41.2%
CAG vs BAH
-3.7%
-37.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -6.6% | -1.3% | -5.3% | -6.5% |
| 30D | +2.3% | -6.6% | +8.9% | +3.0% |
| 3M | +16.3% | -7.2% | +23.5% | +16.8% |
| 6M | -16.0% | -10.0% | -6.0% | -15.5% |
| YTD | -7.7% | -12.5% | +4.8% | -7.6% |
| 1Y | -16.0% | -27.9% | +11.9% | -14.1% |
| 3Y | -37.7% | -31.4% | -6.3% | -37.9% |
| 5Y | -41.2% | -3.2% | -38.0% | -43.6% |
| All | -41.2% | -3.7% | -37.6% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling