-50.8%
CCI vs BAH
-2.8%
-48.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +0.2% | -4.3% | +4.5% | +0.9% |
| 30D | +0.5% | -4.5% | +5.0% | +1.2% |
| 3M | -16.3% | -7.6% | -8.7% | -15.6% |
| 6M | -13.9% | -10.6% | -3.3% | -13.0% |
| YTD | -12.4% | -12.6% | +0.1% | -11.7% |
| 1Y | -15.2% | -27.0% | +11.8% | -12.3% |
| 3Y | -9.9% | -31.5% | +21.6% | -10.8% |
| 5Y | -50.8% | -3.8% | -47.0% | -56.5% |
| All | -50.8% | -2.8% | -48.0% | -56.5% |
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