+1,751.5%
CLS vs BAH
+218.8%
+1,532.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.6% | +6.3% | +7.6% |
| 7D | -10.6% | -1.5% | -9.1% | -10.4% |
| 30D | -38.4% | +17.3% | -55.7% | -40.3% |
| 3M | -29.9% | +14.9% | -44.7% | -31.9% |
| 6M | -40.6% | +14.2% | -54.9% | -42.7% |
| YTD | -24.6% | +5.1% | -29.7% | -26.8% |
| 1Y | -30.8% | +2.1% | -32.9% | -32.2% |
| 3Y | +811.7% | -26.0% | +837.7% | +841.8% |
| 5Y | +1,838.4% | +9.0% | +1,829.5% | +1,668.5% |
| 10Y | +1,751.5% | +208.8% | +1,542.7% | +1,304.8% |
| All | +1,751.5% | +218.8% | +1,532.7% | +1,304.8% |
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 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