+49.3%
CI vs BAH
+7.8%
+41.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -1.7% | -2.6% | +0.8% | -1.3% |
| 30D | +4.9% | +20.4% | -15.5% | +1.5% |
| 3M | +7.4% | +11.9% | -4.5% | +5.2% |
| 6M | +0.4% | +17.1% | -16.7% | -2.8% |
| YTD | +9.5% | +5.5% | +3.9% | +7.0% |
| 1Y | +12.0% | +5.6% | +6.4% | +9.3% |
| 3Y | +7.1% | -26.5% | +33.6% | +7.5% |
| 5Y | +49.3% | +6.5% | +42.9% | +32.3% |
| All | +49.3% | +7.8% | +41.5% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling