+166.6%
CMI vs BAH
-3.4%
+170.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.7% | -1.3% | +2.0% | +0.8% |
| 30D | -12.3% | -6.6% | -5.7% | -11.7% |
| 3M | -16.8% | -7.2% | -9.6% | -16.0% |
| 6M | +1.5% | -10.0% | +11.5% | +2.6% |
| YTD | +9.8% | -12.5% | +22.2% | +10.8% |
| 1Y | +42.6% | -27.9% | +70.5% | +48.8% |
| 3Y | +151.0% | -31.4% | +182.4% | +152.1% |
| All | +166.6% | -3.4% | +170.1% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling