+256.9%
CP vs BAH
+211.3%
+45.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -0.7% | -1.6% | +0.9% | -0.3% |
| 30D | +9.6% | +18.0% | -8.4% | +5.0% |
| 3M | +2.2% | +11.4% | -9.2% | -0.9% |
| 6M | +11.1% | +17.7% | -6.6% | +5.5% |
| YTD | +28.2% | +5.4% | +22.8% | +23.7% |
| 1Y | +32.2% | +2.8% | +29.4% | +28.3% |
| 3Y | +35.5% | -26.7% | +62.2% | +38.4% |
| 5Y | +26.8% | +8.1% | +18.7% | +9.5% |
| 10Y | +256.9% | +202.5% | +54.4% | +132.7% |
| All | +256.9% | +211.3% | +45.6% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling