+19.6%
CCI vs BAH
+207.1%
-187.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.8% | -6.6% | -2.8% |
| 7D | -4.4% | +2.4% | -6.8% | -4.9% |
| 30D | +0.3% | -2.9% | +3.3% | +0.9% |
| 3M | -20.0% | -1.3% | -18.6% | -20.1% |
| 6M | -14.5% | -0.9% | -13.6% | -14.9% |
| YTD | -14.9% | -8.2% | -6.6% | -14.6% |
| 1Y | -17.7% | -24.0% | +6.3% | -13.9% |
| 3Y | -12.4% | -28.1% | +15.7% | -11.6% |
| 5Y | -50.1% | +2.5% | -52.6% | -55.9% |
| All | +19.6% | +207.1% | -187.5% | -8.6% |
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