+109.1%
CNC vs BAH
-24.1%
+133.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.8% | -2.7% | +1.2% |
| 7D | -3.9% | +2.4% | -6.3% | -4.3% |
| 30D | +0.8% | -2.9% | +3.7% | +1.3% |
| 3M | +0.1% | -1.3% | +1.4% | +1.3% |
| 6M | +79.7% | -0.9% | +80.6% | +81.4% |
| YTD | +58.9% | -8.2% | +67.2% | +61.5% |
| 1Y | +109.1% | -24.0% | +133.1% | +130.1% |
| All | +109.1% | -24.1% | +133.2% | +130.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling