+89.6%
CL vs BAH
+198.8%
-109.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +3.2% | +1.7% | +1.5% | +2.9% |
| 30D | +8.0% | +20.8% | -12.7% | +4.6% |
| 3M | +7.9% | +11.6% | -3.7% | +5.6% |
| 6M | +14.7% | +23.1% | -8.4% | +10.0% |
| YTD | +29.2% | +5.3% | +23.9% | +26.1% |
| 1Y | +29.5% | +6.1% | +23.4% | +26.0% |
| 3Y | +40.7% | -27.5% | +68.2% | +42.7% |
| 5Y | +43.9% | +6.2% | +37.7% | +30.4% |
| All | +89.6% | +198.8% | -109.2% | +47.5% |
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