+568.0%
CF vs BAH
+220.7%
+347.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.8% |
| 7D | -3.2% | -3.5% | +0.4% | -2.3% |
| 30D | +4.3% | +24.3% | -19.9% | -1.4% |
| 3M | +2.8% | +16.3% | -13.5% | -1.5% |
| 6M | +0.6% | +13.6% | -13.0% | -3.7% |
| YTD | +56.6% | +3.5% | +53.1% | +52.5% |
| 1Y | +49.6% | +2.7% | +46.9% | +45.7% |
| 3Y | +61.5% | -26.6% | +88.1% | +63.8% |
| 5Y | +124.0% | +8.5% | +115.4% | +91.5% |
| All | +568.0% | +220.7% | +347.3% | +308.9% |
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