-37.8%
CCI vs BAH
+9.2%
-47.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.2% |
| 30D | +10.3% | +17.3% | -7.0% | +7.5% |
| 3M | +17.9% | +14.9% | +3.0% | +15.1% |
| 6M | -0.5% | +14.2% | -14.7% | -3.1% |
| YTD | +2.7% | +5.1% | -2.4% | +0.5% |
| 1Y | +3.1% | +2.1% | +1.1% | +1.3% |
| 3Y | +8.0% | -26.0% | +33.9% | +6.7% |
| 5Y | -37.8% | +9.0% | -46.7% | -46.4% |
| All | -37.8% | +9.2% | -47.0% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling