-7.4%
CNC vs BAH
+7.8%
-15.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -5.3% | -2.6% | -2.7% | -4.8% |
| 30D | +2.0% | +20.4% | -18.3% | -1.2% |
| 3M | +4.8% | +11.9% | -7.1% | +2.7% |
| 6M | +18.5% | +17.1% | +1.3% | +15.0% |
| YTD | +70.8% | +5.5% | +65.2% | +68.2% |
| 1Y | +94.1% | +5.6% | +88.5% | +91.1% |
| 3Y | -2.2% | -26.5% | +24.3% | -1.6% |
| 5Y | -7.4% | +6.5% | -13.8% | -14.9% |
| All | -7.4% | +7.8% | -15.2% | -14.9% |
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