+611.0%
CF vs BAH
+1,110.0%
-499.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +5.9% |
| 7D | +0.4% | +6.0% | -5.6% | -1.1% |
| 30D | +2.2% | +31.1% | -28.9% | -5.0% |
| 3M | +2.1% | +25.2% | -23.0% | -4.2% |
| 6M | -6.5% | +18.9% | -25.4% | -11.8% |
| YTD | +55.6% | +8.3% | +47.2% | +49.4% |
| 1Y | +42.3% | +6.2% | +36.1% | +37.1% |
| 3Y | +55.7% | -22.8% | +78.5% | +56.9% |
| 5Y | +122.4% | +13.6% | +108.8% | +93.8% |
| 10Y | +568.5% | +240.2% | +328.3% | +308.1% |
| All | +611.0% | +1,110.0% | -499.0% | +161.2% |
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