+41.5%
CL vs BAH
+8.7%
+32.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.6% |
| 30D | +9.5% | +18.0% | -8.5% | +7.7% |
| 3M | +6.8% | +11.4% | -4.7% | +5.5% |
| 6M | +14.3% | +17.7% | -3.4% | +11.9% |
| YTD | +27.0% | +5.4% | +21.6% | +25.1% |
| 1Y | +26.3% | +2.8% | +23.5% | +24.6% |
| 3Y | +39.3% | -26.7% | +65.9% | +38.5% |
| 5Y | +41.5% | +8.1% | +33.5% | +33.8% |
| All | +41.5% | +8.7% | +32.8% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling