+1,153.6%
CNC vs BAH
+1,076.0%
+77.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +2.2% | +1.7% | +0.5% | +1.7% |
| 30D | +1.6% | +20.8% | -19.2% | -3.4% |
| 3M | +7.9% | +11.6% | -3.6% | +4.6% |
| 6M | +21.2% | +23.1% | -1.9% | +13.7% |
| YTD | +73.2% | +5.3% | +67.9% | +68.1% |
| 1Y | +97.5% | +6.1% | +91.3% | +91.1% |
| 3Y | -1.2% | -27.5% | +26.3% | +2.0% |
| 5Y | -6.1% | +6.2% | -12.2% | -15.2% |
| 10Y | +181.3% | +202.2% | -21.0% | +85.8% |
| All | +1,153.6% | +1,076.0% | +77.7% | +413.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling