+51.4%
CF vs BAH
+5.1%
+46.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.8% | +1.7% | +3.1% | +4.5% |
| 30D | +4.7% | +20.8% | -16.1% | +2.2% |
| 3M | +7.4% | +11.6% | -4.1% | +6.0% |
| 6M | +0.6% | +23.1% | -22.5% | -2.5% |
| YTD | +64.1% | +5.3% | +58.8% | +62.4% |
| 1Y | +51.4% | +6.1% | +45.3% | +49.0% |
| All | +51.4% | +5.1% | +46.3% | +49.0% |
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