+759.6%
CI vs BAH
+886.2%
-126.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | +1.3% | -3.2% | +4.5% | +2.1% |
| 30D | +4.4% | +2.0% | +2.4% | +3.8% |
| 3M | +0.7% | -7.6% | +8.3% | +2.2% |
| 6M | +0.3% | -5.7% | +6.0% | +0.9% |
| YTD | +3.8% | -11.7% | +15.5% | +5.3% |
| 1Y | -5.5% | -27.4% | +21.9% | +0.6% |
| 3Y | +8.1% | -32.5% | +40.6% | +12.7% |
| 5Y | +42.8% | -3.3% | +46.1% | +31.4% |
| 10Y | +143.9% | +186.0% | -42.1% | +69.1% |
| All | +759.6% | +886.2% | -126.6% | +298.6% |
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