+34.8%
CF vs BAH
+6.2%
+28.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.6% |
| 7D | -6.9% | +5.8% | -12.6% | -7.6% |
| 30D | -3.7% | +28.7% | -32.4% | -6.9% |
| 3M | -5.0% | +20.9% | -25.9% | -7.4% |
| 6M | -10.5% | +15.2% | -25.6% | -11.9% |
| YTD | +46.5% | +7.1% | +39.4% | +44.6% |
| 1Y | +34.8% | +6.4% | +28.4% | +32.6% |
| All | +34.8% | +6.2% | +28.6% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling