+7.0%
CI vs BAH
-26.8%
+33.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.2% | +1.7% | -0.5% | +1.0% |
| 30D | +2.6% | +20.8% | -18.2% | +0.5% |
| 3M | +7.4% | +11.6% | -4.1% | +6.0% |
| 6M | -0.1% | +23.1% | -23.2% | -2.5% |
| YTD | +9.7% | +5.3% | +4.5% | +8.1% |
| 1Y | +12.1% | +6.1% | +6.0% | +10.2% |
| 3Y | +7.0% | -27.5% | +34.5% | +7.7% |
| All | +7.0% | -26.8% | +33.8% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling