+71.8%
CB vs BAH
-26.3%
+98.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.7% | -1.5% |
| 7D | +0.2% | -3.5% | +3.8% | +0.5% |
| 30D | +9.1% | +24.3% | -15.2% | +7.8% |
| 3M | +3.4% | +16.3% | -12.9% | +2.5% |
| 6M | +14.1% | +13.6% | +0.5% | +12.8% |
| YTD | +18.0% | +3.5% | +14.5% | +16.7% |
| 1Y | +30.1% | +2.7% | +27.4% | +28.7% |
| 3Y | +71.8% | -26.6% | +98.4% | +69.3% |
| All | +71.8% | -26.3% | +98.0% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling