+299.6%
CG vs BAH
+1,239.4%
-939.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.7% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | +8.5% | +18.2% | -9.7% | +3.4% |
| 3M | -12.1% | +13.1% | -25.2% | -15.4% |
| 6M | -16.4% | +15.2% | -31.6% | -20.4% |
| YTD | -28.0% | +6.0% | -34.0% | -30.2% |
| 1Y | -18.9% | +3.1% | -22.0% | -20.9% |
| 3Y | +51.2% | -26.2% | +77.5% | +55.9% |
| 5Y | -15.9% | +9.3% | -25.2% | -24.5% |
| 10Y | +305.9% | +212.3% | +93.6% | +181.5% |
| All | +299.6% | +1,239.4% | -939.8% | +129.8% |
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