-35.8%
CBRS vs BAH
+1.9%
-37.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -3.9% | -5.3% |
| 7D | +15.7% | -4.3% | +20.1% | +13.8% |
| 30D | -11.9% | -4.5% | -7.4% | -13.2% |
| 3M | -16.0% | -7.6% | -8.4% | -23.1% |
| All | -35.8% | +1.9% | -37.7% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling