+62.6%
CFG vs BAH
+7.6%
+55.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.6% |
| 30D | +3.1% | +18.0% | -14.9% | +0.3% |
| 3M | -9.7% | +11.4% | -21.1% | -11.5% |
| 6M | +6.7% | +17.7% | -11.0% | +3.3% |
| YTD | +15.2% | +5.4% | +9.8% | +12.7% |
| 1Y | +28.8% | +2.8% | +26.0% | +26.5% |
| 3Y | +190.1% | -26.7% | +216.7% | +190.6% |
| All | +62.6% | +7.6% | +55.0% | +51.2% |
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 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