+136.0%
CMS vs BAH
+211.3%
-75.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.1% | -1.6% | +0.5% | -0.8% |
| 30D | +6.6% | +18.0% | -11.4% | +3.2% |
| 3M | +0.8% | +11.4% | -10.6% | -1.5% |
| 6M | -3.3% | +17.7% | -21.0% | -7.1% |
| YTD | +2.7% | +5.4% | -2.6% | -0.2% |
| 1Y | -4.0% | +2.8% | -6.8% | -6.4% |
| 3Y | +37.6% | -26.7% | +64.2% | +39.7% |
| 5Y | +35.4% | +8.1% | +27.4% | +20.0% |
| 10Y | +136.0% | +202.5% | -66.5% | +74.3% |
| All | +136.0% | +211.3% | -75.3% | +74.3% |
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