-70.5%
CBRS vs BAH
+24.8%
-95.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.6% | -5.5% |
| 7D | -18.4% | +5.8% | -24.2% | -16.5% |
| 30D | -49.4% | +28.7% | -78.1% | -44.2% |
| 3M | -59.6% | +20.9% | -80.5% | -56.5% |
| All | -70.5% | +24.8% | -95.2% | -69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling