+228.7%
CL vs BAH
+886.2%
-657.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -2.2% | -3.2% | +1.1% | -1.7% |
| 30D | -4.8% | +2.0% | -6.8% | -5.2% |
| 3M | +4.9% | -7.6% | +12.5% | +5.9% |
| 6M | -5.7% | -5.7% | 0.0% | -5.5% |
| YTD | +14.4% | -11.7% | +26.1% | +15.3% |
| 1Y | +8.7% | -27.4% | +36.1% | +12.9% |
| 3Y | +30.0% | -32.5% | +62.5% | +33.2% |
| 5Y | +28.4% | -3.3% | +31.7% | +21.5% |
| 10Y | +50.1% | +186.0% | -135.9% | +20.9% |
| All | +228.7% | +886.2% | -657.5% | +125.3% |
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