+741.9%
CB vs BAH
+1,077.1%
-335.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -1.0% | -1.6% | +0.6% | -0.7% |
| 30D | +7.3% | +18.0% | -10.7% | +3.7% |
| 3M | +7.0% | +11.4% | -4.4% | +4.4% |
| 6M | +16.3% | +17.7% | -1.3% | +11.7% |
| YTD | +19.7% | +5.4% | +14.4% | +16.4% |
| 1Y | +27.8% | +2.8% | +25.0% | +24.7% |
| 3Y | +72.0% | -26.7% | +98.7% | +74.7% |
| 5Y | +104.9% | +8.1% | +96.8% | +85.9% |
| 10Y | +246.7% | +202.5% | +44.2% | +146.1% |
| All | +741.9% | +1,077.1% | -335.1% | +318.7% |
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 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