+41.1%
CLS vs BAH
-28.2%
+69.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.5% |
| 7D | +4.6% | -3.2% | +7.8% | +3.9% |
| 30D | -13.9% | +2.0% | -15.9% | -13.4% |
| 3M | -26.6% | -7.6% | -18.9% | -25.0% |
| 6M | +15.4% | -5.7% | +21.1% | +17.8% |
| YTD | +5.7% | -11.7% | +17.4% | +8.1% |
| 1Y | +41.1% | -27.4% | +68.5% | +30.8% |
| All | +41.1% | -28.2% | +69.4% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling