+32.2%
CB vs BAH
+6.2%
+26.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.0% |
| 7D | +5.3% | +5.8% | -0.5% | +4.8% |
| 30D | +13.2% | +28.7% | -15.5% | +11.2% |
| 3M | +7.8% | +20.9% | -13.1% | +6.2% |
| 6M | +15.8% | +15.2% | +0.6% | +13.3% |
| YTD | +21.0% | +7.1% | +13.9% | +17.3% |
| 1Y | +32.2% | +6.4% | +25.8% | +28.5% |
| All | +32.2% | +6.2% | +26.0% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling