+103.2%
CB vs BAH
+8.3%
+94.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.7% | -1.3% |
| 7D | +0.2% | -3.5% | +3.8% | +0.7% |
| 30D | +9.1% | +24.3% | -15.2% | +6.4% |
| 3M | +3.4% | +16.3% | -12.9% | +1.5% |
| 6M | +14.1% | +13.6% | +0.5% | +11.9% |
| YTD | +18.0% | +3.5% | +14.5% | +16.2% |
| 1Y | +30.1% | +2.7% | +27.4% | +28.1% |
| 3Y | +71.8% | -26.6% | +98.4% | +69.6% |
| All | +103.2% | +8.3% | +94.9% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling