-38.5%
CBRS vs BAH
+6.9%
-45.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.8% | -7.3% | -0.5% |
| 7D | +0.5% | +2.4% | -2.0% | +1.6% |
| 30D | -18.5% | -2.9% | -15.5% | -18.9% |
| 3M | -19.4% | -1.3% | -18.0% | -23.8% |
| All | -38.5% | +6.9% | -45.4% | -39.3% |
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