+308.6%
CFG vs BAH
+182.5%
+126.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +2.7% | -4.3% | +7.0% | +3.8% |
| 30D | -3.7% | -4.5% | +0.8% | -2.7% |
| 3M | +9.5% | -7.6% | +17.1% | +11.1% |
| 6M | +22.2% | -10.6% | +32.9% | +24.5% |
| YTD | +22.3% | -12.6% | +34.9% | +24.1% |
| 1Y | +39.4% | -27.0% | +66.4% | +48.5% |
| 3Y | +188.5% | -31.5% | +220.0% | +196.0% |
| 5Y | +101.5% | -3.8% | +105.4% | +78.7% |
| 10Y | +308.6% | +183.9% | +124.7% | +163.7% |
| All | +308.6% | +182.5% | +126.1% | +163.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling