+139.1%
CI vs BAH
+182.5%
-43.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.1% |
| 7D | -2.6% | -4.3% | +1.8% | -1.4% |
| 30D | -2.4% | -4.5% | +2.1% | -1.3% |
| 3M | -4.8% | -7.6% | +2.8% | -3.2% |
| 6M | +2.1% | -10.6% | +12.7% | +4.3% |
| YTD | +1.4% | -12.6% | +13.9% | +3.1% |
| 1Y | -6.8% | -27.0% | +20.2% | -0.5% |
| 3Y | +3.3% | -31.5% | +34.8% | +5.9% |
| 5Y | +41.1% | -3.8% | +44.9% | +24.4% |
| 10Y | +139.1% | +183.9% | -44.9% | +52.0% |
| All | +139.1% | +182.5% | -43.5% | +52.0% |
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