+248.2%
CB vs BAH
+220.7%
+27.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.7% | -0.9% |
| 7D | +0.2% | -3.5% | +3.8% | +0.9% |
| 30D | +9.1% | +24.3% | -15.2% | +4.5% |
| 3M | +3.4% | +16.3% | -12.9% | +0.1% |
| 6M | +14.1% | +13.6% | +0.5% | +10.4% |
| YTD | +18.0% | +3.5% | +14.5% | +15.2% |
| 1Y | +30.1% | +2.7% | +27.4% | +27.0% |
| 3Y | +71.8% | -26.6% | +98.4% | +73.1% |
| 5Y | +101.8% | +8.5% | +93.3% | +77.8% |
| All | +248.2% | +220.7% | +27.5% | +150.4% |
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