+62.0%
CFG vs BAH
+8.3%
+53.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.2% |
| 7D | -0.9% | -3.5% | +2.7% | -0.3% |
| 30D | +1.1% | +24.3% | -23.2% | -2.6% |
| 3M | -12.0% | +16.3% | -28.3% | -14.4% |
| 6M | -2.2% | +13.6% | -15.8% | -4.8% |
| YTD | +11.4% | +3.5% | +7.9% | +9.3% |
| 1Y | +27.8% | +2.7% | +25.1% | +25.4% |
| 3Y | +173.3% | -26.6% | +199.9% | +172.8% |
| All | +62.0% | +8.3% | +53.8% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling