+341.4%
CG vs BAH
+182.5%
+158.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.9% |
| 7D | -1.3% | -4.3% | +3.1% | +0.1% |
| 30D | -3.2% | -4.5% | +1.3% | -1.8% |
| 3M | +6.2% | -7.6% | +13.8% | +8.4% |
| 6M | -4.7% | -10.6% | +5.9% | -2.2% |
| YTD | -20.6% | -12.6% | -8.1% | -18.3% |
| 1Y | -26.4% | -27.0% | +0.6% | -20.3% |
| 3Y | +55.4% | -31.5% | +86.9% | +62.0% |
| 5Y | +9.8% | -3.8% | +13.6% | -2.5% |
| 10Y | +341.4% | +183.9% | +157.4% | +193.3% |
| All | +341.4% | +182.5% | +158.8% | +193.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling