+744.9%
CB vs BAH
+1,110.0%
-365.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.9% |
| 7D | +2.6% | +6.0% | -3.5% | +1.4% |
| 30D | +11.2% | +31.1% | -19.9% | +5.2% |
| 3M | +5.7% | +25.2% | -19.4% | +0.8% |
| 6M | +15.9% | +18.9% | -3.0% | +11.1% |
| YTD | +20.2% | +8.3% | +11.8% | +16.2% |
| 1Y | +32.4% | +6.2% | +26.2% | +28.3% |
| 3Y | +75.5% | -22.8% | +98.3% | +76.2% |
| 5Y | +105.5% | +13.6% | +91.9% | +84.3% |
| 10Y | +258.5% | +240.2% | +18.3% | +148.2% |
| All | +744.9% | +1,110.0% | -365.1% | +317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling