+73.0%
CF vs BAH
-32.2%
+105.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -3.1% |
| 7D | +6.0% | -3.2% | +9.3% | +6.3% |
| 30D | +14.8% | +2.0% | +12.8% | +14.5% |
| 3M | +14.1% | -7.6% | +21.7% | +14.8% |
| 6M | +28.5% | -5.7% | +34.2% | +29.1% |
| YTD | +74.9% | -11.7% | +86.7% | +76.5% |
| 1Y | +61.7% | -27.4% | +89.1% | +65.1% |
| All | +73.0% | -32.2% | +105.2% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling