+76.3%
CL vs BAH
+218.8%
-142.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +0.5% | -1.5% | +2.0% | +0.8% |
| 30D | +11.6% | +17.3% | -5.7% | +8.6% |
| 3M | +5.6% | +14.9% | -9.3% | +2.9% |
| 6M | +13.2% | +14.2% | -1.1% | +9.9% |
| YTD | +26.9% | +5.1% | +21.8% | +24.0% |
| 1Y | +27.3% | +2.1% | +25.3% | +24.9% |
| 3Y | +39.7% | -26.0% | +65.7% | +41.0% |
| 5Y | +41.3% | +9.0% | +32.4% | +27.2% |
| 10Y | +76.3% | +208.8% | -132.5% | +34.9% |
| All | +76.3% | +218.8% | -142.5% | +34.9% |
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