+142.2%
CI vs BAH
+218.8%
-76.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | +4.7% | +17.3% | -12.6% | +0.3% |
| 3M | +5.2% | +14.9% | -9.6% | +1.1% |
| 6M | +3.8% | +14.2% | -10.5% | -0.7% |
| YTD | +9.2% | +5.1% | +4.1% | +5.5% |
| 1Y | +14.3% | +2.1% | +12.2% | +11.1% |
| 3Y | +8.4% | -26.0% | +34.4% | +10.4% |
| 5Y | +50.0% | +9.0% | +41.1% | +29.2% |
| 10Y | +142.2% | +208.8% | -66.6% | +59.8% |
| All | +142.2% | +218.8% | -76.6% | +59.8% |
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 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