+471.5%
CF vs BAH
+211.3%
+260.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +10.4% | -1.6% | +11.9% | +10.8% |
| 30D | +7.6% | +18.0% | -10.5% | +3.1% |
| 3M | +5.2% | +11.4% | -6.3% | +2.0% |
| 6M | -0.1% | +17.7% | -17.8% | -5.0% |
| YTD | +61.7% | +5.4% | +56.3% | +56.9% |
| 1Y | +50.3% | +2.8% | +47.6% | +46.5% |
| 3Y | +66.0% | -26.7% | +92.6% | +68.7% |
| 5Y | +114.5% | +8.1% | +106.5% | +84.8% |
| 10Y | +471.5% | +202.5% | +269.0% | +272.5% |
| All | +471.5% | +211.3% | +260.2% | +272.5% |
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 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