+34.5%
CMS vs BAH
+6.1%
+28.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +1.7% | +1.7% | 0.0% | +1.6% |
| 30D | +6.2% | +20.8% | -14.6% | +4.1% |
| 3M | +0.6% | +11.6% | -10.9% | -0.6% |
| 6M | -1.8% | +23.1% | -24.9% | -4.4% |
| YTD | +3.8% | +5.3% | -1.4% | +2.1% |
| 1Y | -1.8% | +6.1% | -7.9% | -3.6% |
| 3Y | +39.8% | -27.5% | +67.3% | +40.3% |
| All | +34.5% | +6.1% | +28.3% | +23.9% |
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