+34.7%
CMS vs BAH
+8.3%
+26.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.7% |
| 7D | -1.3% | -3.5% | +2.2% | -0.9% |
| 30D | +6.3% | +24.3% | -17.9% | +4.0% |
| 3M | -2.1% | +16.3% | -18.4% | -3.7% |
| 6M | -5.1% | +13.6% | -18.7% | -6.8% |
| YTD | +1.3% | +3.5% | -2.2% | -0.2% |
| 1Y | -1.4% | +2.7% | -4.1% | -2.8% |
| 3Y | +36.9% | -26.6% | +63.5% | +36.7% |
| All | +34.7% | +8.3% | +26.4% | +22.4% |
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