+69.3%
CCI vs BAH
+198.8%
-129.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | +2.5% | +1.7% | +0.8% | +2.1% |
| 30D | +14.4% | +20.8% | -6.4% | +9.5% |
| 3M | +21.7% | +11.6% | +10.1% | +18.3% |
| 6M | +4.0% | +23.1% | -19.1% | -1.5% |
| YTD | +6.2% | +5.3% | +1.0% | +3.1% |
| 1Y | +5.4% | +6.1% | -0.7% | +2.0% |
| 3Y | +11.7% | -27.5% | +39.2% | +13.7% |
| 5Y | -35.6% | +6.2% | -41.8% | -43.2% |
| All | +69.3% | +198.8% | -129.5% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling