+192.6%
CFG vs BAH
-26.8%
+219.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | -0.8% | -1.6% | +0.8% | -0.6% |
| 30D | +3.1% | +18.0% | -14.9% | +1.4% |
| 3M | -9.7% | +11.4% | -21.1% | -10.8% |
| 6M | +6.7% | +17.7% | -11.0% | +4.6% |
| YTD | +15.2% | +5.4% | +9.8% | +13.6% |
| 1Y | +28.8% | +2.8% | +26.0% | +27.4% |
| All | +192.6% | -26.8% | +219.4% | +197.4% |
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