+34.9%
CMS vs BAH
+7.8%
+27.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -1.3% | -2.6% | +1.3% | -1.0% |
| 30D | +5.3% | +20.4% | -15.1% | +3.2% |
| 3M | -0.3% | +11.9% | -12.2% | -1.6% |
| 6M | -4.0% | +17.1% | -21.2% | -6.1% |
| YTD | +2.1% | +5.5% | -3.4% | +0.4% |
| 1Y | -4.7% | +5.6% | -10.3% | -6.4% |
| 3Y | +36.8% | -26.5% | +63.3% | +36.9% |
| 5Y | +34.9% | +6.5% | +28.4% | +24.9% |
| All | +34.9% | +7.8% | +27.1% | +24.9% |
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 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