+267.5%
CL vs BAH
+1,110.0%
-842.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.3% |
| 7D | +5.9% | +6.0% | -0.1% | +5.0% |
| 30D | +13.8% | +31.1% | -17.3% | +9.0% |
| 3M | +6.4% | +25.2% | -18.7% | +2.5% |
| 6M | +15.6% | +18.9% | -3.3% | +11.9% |
| YTD | +27.9% | +8.3% | +19.6% | +24.7% |
| 1Y | +31.4% | +6.2% | +25.2% | +28.3% |
| 3Y | +41.4% | -22.8% | +64.2% | +42.2% |
| 5Y | +42.8% | +13.6% | +29.2% | +31.9% |
| 10Y | +79.7% | +240.2% | -160.5% | +40.5% |
| All | +267.5% | +1,110.0% | -842.5% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling