+37.3%
CMS vs BAH
-32.2%
+69.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +0.4% | -3.2% | +3.6% | +0.5% |
| 30D | -3.6% | +2.0% | -5.6% | -3.8% |
| 3M | -1.9% | -7.6% | +5.7% | -1.8% |
| 6M | -11.0% | -5.7% | -5.3% | -11.1% |
| YTD | +0.2% | -11.7% | +11.9% | +0.1% |
| 1Y | -1.3% | -27.4% | +26.1% | -0.2% |
| All | +37.3% | -32.2% | +69.5% | +41.9% |
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