+2,944.0%
CLS vs BAH
+182.5%
+2,761.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.6% | +5.8% |
| 7D | +12.8% | -4.3% | +17.1% | +13.7% |
| 30D | +3.8% | -4.5% | +8.3% | +4.6% |
| 3M | -14.6% | -7.6% | -7.0% | -13.6% |
| 6M | +32.2% | -10.6% | +42.8% | +34.0% |
| YTD | +11.6% | -12.6% | +24.2% | +12.5% |
| 1Y | +35.1% | -27.0% | +62.0% | +41.9% |
| 3Y | +1,312.5% | -31.5% | +1,344.0% | +1,365.1% |
| 5Y | +3,542.1% | -3.8% | +3,545.9% | +3,292.1% |
| 10Y | +2,944.0% | +183.9% | +2,760.1% | +2,356.6% |
| All | +2,944.0% | +182.5% | +2,761.5% | +2,356.6% |
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 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