+2,029.3%
CLS vs BAH
+197.5%
+1,831.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +23.5% | -3.2% | +26.8% | +24.1% |
| 30D | -28.9% | +19.5% | -48.5% | -31.3% |
| 3M | -25.2% | +11.1% | -36.3% | -26.9% |
| 6M | -32.1% | +16.3% | -48.4% | -34.7% |
| YTD | -14.1% | +4.8% | -18.9% | -16.6% |
| 1Y | -24.1% | +4.9% | -29.0% | -26.1% |
| 3Y | +897.0% | -27.0% | +924.0% | +933.7% |
| 5Y | +2,089.9% | +5.7% | +2,084.2% | +1,914.1% |
| All | +2,029.3% | +197.5% | +1,831.8% | +1,516.3% |
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 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