+1,079.2%
CNC vs BAH
+886.2%
+193.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.1% |
| 7D | +3.5% | -3.2% | +6.8% | +4.4% |
| 30D | +0.1% | +2.0% | -1.9% | -0.6% |
| 3M | +6.9% | -7.6% | +14.6% | +8.5% |
| 6M | +49.0% | -5.7% | +54.7% | +50.3% |
| YTD | +62.9% | -11.7% | +74.6% | +66.0% |
| 1Y | +134.0% | -27.4% | +161.4% | +150.5% |
| 3Y | +9.4% | -32.5% | +42.0% | +14.6% |
| 5Y | +4.1% | -3.3% | +7.5% | -4.1% |
| 10Y | +95.4% | +186.0% | -90.6% | +30.5% |
| All | +1,079.2% | +886.2% | +193.0% | +407.1% |
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 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