+101.0%
CB vs BAH
-3.4%
+104.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.8% |
| 7D | +0.5% | -3.2% | +3.7% | +0.8% |
| 30D | -3.1% | +2.0% | -5.1% | -3.4% |
| 3M | +9.0% | -7.6% | +16.6% | +9.5% |
| 6M | +2.9% | -5.7% | +8.5% | +2.9% |
| YTD | +10.1% | -11.7% | +21.8% | +10.5% |
| 1Y | +22.8% | -27.4% | +50.2% | +26.0% |
| 3Y | +73.8% | -32.5% | +106.3% | +71.8% |
| All | +101.0% | -3.4% | +104.4% | +82.4% |
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 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