+35.1%
CLS vs BAH
-27.4%
+62.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.6% | +5.5% |
| 7D | +12.8% | -4.3% | +17.1% | +11.8% |
| 30D | +3.8% | -4.5% | +8.3% | +3.0% |
| 3M | -14.6% | -7.6% | -7.0% | -12.8% |
| 6M | +32.2% | -10.6% | +42.8% | +34.4% |
| YTD | +11.6% | -12.6% | +24.2% | +13.9% |
| 1Y | +35.1% | -27.0% | +62.0% | +26.8% |
| All | +35.1% | -27.4% | +62.5% | +26.8% |
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