+798.2%
CI vs BAH
+1,056.2%
-258.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.5% |
| 7D | -1.6% | -3.5% | +2.0% | -0.6% |
| 30D | +5.4% | +24.3% | -18.8% | -0.4% |
| 3M | +7.3% | +16.3% | -9.1% | +2.9% |
| 6M | +5.3% | +13.6% | -8.3% | +1.0% |
| YTD | +8.5% | +3.5% | +5.0% | +5.4% |
| 1Y | +17.1% | +2.7% | +14.4% | +13.7% |
| 3Y | +1.4% | -26.6% | +28.0% | +3.9% |
| 5Y | +50.5% | +8.5% | +41.9% | +34.7% |
| 10Y | +168.5% | +225.1% | -56.6% | +79.8% |
| All | +798.2% | +1,056.2% | -258.0% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling