+251.7%
CB vs BAH
+198.8%
+52.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +2.9% | +1.7% | +1.2% | +2.6% |
| 30D | +7.3% | +20.8% | -13.5% | +3.4% |
| 3M | +9.4% | +11.6% | -2.2% | +6.8% |
| 6M | +19.6% | +23.1% | -3.5% | +14.0% |
| YTD | +21.5% | +5.3% | +16.2% | +18.2% |
| 1Y | +28.0% | +6.1% | +21.9% | +24.1% |
| 3Y | +74.9% | -27.5% | +102.4% | +77.3% |
| 5Y | +108.1% | +6.2% | +101.9% | +84.8% |
| All | +251.7% | +198.8% | +52.9% | +151.8% |
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