+3,453.5%
CLS vs BAH
+886.2%
+2,567.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | +4.6% | -3.2% | +7.8% | +5.4% |
| 30D | -13.9% | +2.0% | -15.9% | -14.5% |
| 3M | -26.6% | -7.6% | -18.9% | -25.8% |
| 6M | +15.4% | -5.7% | +21.1% | +15.2% |
| YTD | +5.7% | -11.7% | +17.4% | +6.2% |
| 1Y | +41.1% | -27.4% | +68.5% | +48.5% |
| 3Y | +1,228.6% | -32.5% | +1,261.1% | +1,288.8% |
| 5Y | +3,240.6% | -3.3% | +3,244.0% | +3,018.8% |
| 10Y | +2,760.3% | +186.0% | +2,574.4% | +1,877.7% |
| All | +3,453.5% | +886.2% | +2,567.3% | +1,461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling