-2.6%
CNC vs BAH
-26.6%
+24.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -5.3% | -2.6% | -2.7% | -4.9% |
| 30D | +2.0% | +20.4% | -18.3% | -0.5% |
| 3M | +4.8% | +11.9% | -7.1% | +3.2% |
| 6M | +18.5% | +17.1% | +1.3% | +16.1% |
| YTD | +70.8% | +5.5% | +65.2% | +69.2% |
| 1Y | +94.1% | +5.6% | +88.5% | +92.4% |
| All | -2.6% | -26.6% | +24.0% | -1.9% |
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