+18.0%
CI vs BAH
+6.2%
+11.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.2% |
| 7D | +3.5% | +5.8% | -2.2% | +2.8% |
| 30D | +12.6% | +28.7% | -16.1% | +9.2% |
| 3M | +12.1% | +20.9% | -8.8% | +9.4% |
| 6M | +10.6% | +15.2% | -4.6% | +8.2% |
| YTD | +12.8% | +7.1% | +5.8% | +9.4% |
| 1Y | +18.0% | +6.4% | +11.6% | +14.8% |
| All | +18.0% | +6.2% | +11.8% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling