+84.9%
CL vs BAH
+210.6%
-125.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | +11.8% | +18.2% | -6.5% | +8.6% |
| 3M | +5.9% | +13.1% | -7.2% | +3.5% |
| 6M | +13.3% | +15.2% | -1.9% | +9.9% |
| YTD | +27.1% | +6.0% | +21.1% | +24.0% |
| 1Y | +28.0% | +3.1% | +24.9% | +25.3% |
| 3Y | +39.4% | -26.2% | +65.6% | +40.9% |
| 5Y | +40.8% | +9.3% | +31.4% | +26.7% |
| 10Y | +84.9% | +212.3% | -127.4% | +43.8% |
| All | +84.9% | +210.6% | -125.7% | +43.8% |
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