+699.7%
CF vs BAH
+886.2%
-186.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -2.8% |
| 7D | +6.0% | -3.2% | +9.3% | +6.9% |
| 30D | +14.8% | +2.0% | +12.8% | +14.0% |
| 3M | +14.1% | -7.6% | +21.7% | +15.8% |
| 6M | +28.5% | -5.7% | +34.2% | +29.2% |
| YTD | +74.9% | -11.7% | +86.7% | +77.9% |
| 1Y | +61.7% | -27.4% | +89.1% | +72.7% |
| 3Y | +80.3% | -32.5% | +112.9% | +87.6% |
| 5Y | +226.0% | -3.3% | +229.3% | +195.8% |
| 10Y | +569.9% | +186.0% | +383.9% | +328.4% |
| All | +699.7% | +886.2% | -186.5% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling