+121.7%
CMS vs BAH
+220.7%
-99.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.3% |
| 7D | -1.3% | -3.5% | +2.2% | -0.6% |
| 30D | +6.3% | +24.3% | -17.9% | +1.9% |
| 3M | -2.1% | +16.3% | -18.4% | -5.1% |
| 6M | -5.1% | +13.6% | -18.7% | -8.2% |
| YTD | +1.3% | +3.5% | -2.2% | -1.2% |
| 1Y | -1.4% | +2.7% | -4.1% | -3.8% |
| 3Y | +36.9% | -26.6% | +63.5% | +38.7% |
| 5Y | +32.5% | +8.5% | +24.0% | +17.3% |
| All | +121.7% | +220.7% | -99.0% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling