+243.0%
CB vs BAH
+218.8%
+24.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | +6.5% | +17.3% | -10.7% | +3.2% |
| 3M | +4.1% | +14.9% | -10.8% | +1.0% |
| 6M | +14.4% | +14.2% | +0.2% | +10.6% |
| YTD | +17.5% | +5.1% | +12.4% | +14.4% |
| 1Y | +27.5% | +2.1% | +25.5% | +24.7% |
| 3Y | +71.6% | -26.0% | +97.6% | +72.8% |
| 5Y | +100.6% | +9.0% | +91.7% | +76.7% |
| 10Y | +243.0% | +208.8% | +34.2% | +147.3% |
| All | +243.0% | +218.8% | +24.2% | +147.3% |
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