+7.2%
CNC vs BAH
-3.4%
+10.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.9% | -1.3% | -3.5% | -4.6% |
| 30D | -3.8% | -6.6% | +2.8% | -2.7% |
| 3M | -3.2% | -7.2% | +3.9% | -2.1% |
| 6M | +47.9% | -10.0% | +57.9% | +50.5% |
| YTD | +55.7% | -12.5% | +68.1% | +58.4% |
| 1Y | +106.2% | -27.9% | +134.2% | +116.7% |
| 3Y | -2.1% | -31.4% | +29.3% | -1.2% |
| All | +7.2% | -3.4% | +10.7% | -1.4% |
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