+732.7%
CLS vs BAH
-26.3%
+759.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +0.4% |
| 7D | -22.2% | -3.5% | -18.6% | -22.2% |
| 30D | -44.4% | +24.3% | -68.6% | -44.4% |
| 3M | -34.3% | +16.3% | -50.6% | -34.2% |
| 6M | -50.1% | +13.6% | -63.6% | -49.6% |
| YTD | -30.1% | +3.5% | -33.6% | -29.2% |
| 1Y | -39.3% | +2.7% | -42.0% | -38.3% |
| 3Y | +732.7% | -26.6% | +759.3% | +781.2% |
| All | +732.7% | -26.3% | +759.0% | +781.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling