+64.7%
CCI vs BAH
+210.6%
-145.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +12.2% | +18.2% | -6.0% | +7.9% |
| 3M | +23.1% | +13.1% | +10.1% | +19.4% |
| 6M | +1.3% | +15.2% | -13.9% | -2.7% |
| YTD | +4.5% | +6.0% | -1.5% | +1.3% |
| 1Y | +2.3% | +3.1% | -0.8% | -0.3% |
| 3Y | +9.8% | -26.2% | +36.0% | +11.1% |
| 5Y | -36.5% | +9.3% | -45.8% | -44.4% |
| 10Y | +64.7% | +212.3% | -147.6% | +17.7% |
| All | +64.7% | +210.6% | -145.9% | +17.7% |
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