+326.8%
CFG vs BAH
+363.9%
-37.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +2.8% | +18.2% | -15.5% | -1.9% |
| 3M | -10.1% | +13.1% | -23.2% | -13.4% |
| 6M | +3.2% | +15.2% | -12.0% | -1.8% |
| YTD | +14.2% | +6.0% | +8.2% | +9.8% |
| 1Y | +27.4% | +3.1% | +24.3% | +23.3% |
| 3Y | +187.6% | -26.2% | +213.8% | +193.6% |
| 5Y | +65.7% | +9.3% | +56.4% | +44.2% |
| 10Y | +219.7% | +212.3% | +7.4% | +92.1% |
| All | +326.8% | +363.9% | -37.0% | +125.1% |
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