-35.3%
CLS vs BAH
+2.1%
-37.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.6% | +6.3% | +8.3% |
| 7D | -10.6% | -1.5% | -9.1% | -10.8% |
| 30D | -38.4% | +17.3% | -55.7% | -35.9% |
| 3M | -29.9% | +14.9% | -44.7% | -26.9% |
| 6M | -40.6% | +14.2% | -54.9% | -36.0% |
| YTD | -24.6% | +5.1% | -29.7% | -23.1% |
| All | -35.3% | +2.1% | -37.4% | -31.9% |
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