+61.5%
CF vs BAH
-26.3%
+87.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.1% |
| 7D | -3.2% | -3.5% | +0.4% | -2.8% |
| 30D | +4.3% | +24.3% | -19.9% | +2.1% |
| 3M | +2.8% | +16.3% | -13.5% | +1.2% |
| 6M | +0.6% | +13.6% | -13.0% | -0.9% |
| YTD | +56.6% | +3.5% | +53.1% | +55.5% |
| 1Y | +49.6% | +2.7% | +46.9% | +48.6% |
| 3Y | +61.5% | -26.6% | +88.1% | +61.0% |
| All | +61.5% | -26.3% | +87.8% | +61.0% |
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 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