+73.4%
CL vs BAH
+220.7%
-147.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.3% | -1.4% |
| 7D | +1.3% | -3.5% | +4.9% | +2.0% |
| 30D | +11.4% | +24.3% | -12.9% | +7.3% |
| 3M | +4.4% | +16.3% | -11.9% | +1.6% |
| 6M | +10.8% | +13.6% | -2.8% | +7.7% |
| YTD | +25.1% | +3.5% | +21.6% | +22.6% |
| 1Y | +28.0% | +2.7% | +25.3% | +25.3% |
| 3Y | +37.6% | -26.6% | +64.2% | +39.0% |
| 5Y | +39.7% | +8.5% | +31.2% | +25.8% |
| All | +73.4% | +220.7% | -147.3% | +34.8% |
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