+140.4%
CI vs BAH
+182.5%
-42.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -2.0% | -4.3% | +2.3% | -0.9% |
| 30D | -1.8% | -4.5% | +2.6% | -0.7% |
| 3M | -4.2% | -7.6% | +3.4% | -2.6% |
| 6M | +2.7% | -10.6% | +13.3% | +4.9% |
| YTD | +1.9% | -12.6% | +14.5% | +3.6% |
| 1Y | -6.3% | -27.0% | +20.7% | 0.0% |
| 3Y | +3.9% | -31.5% | +35.3% | +6.5% |
| 5Y | +41.9% | -3.8% | +45.7% | +25.1% |
| 10Y | +140.4% | +183.9% | -43.5% | +52.8% |
| All | +140.4% | +182.5% | -42.2% | +52.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling