+221.2%
CP vs BAH
+185.0%
+36.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -2.7% | -3.2% | +0.6% | -1.9% |
| 30D | +0.2% | +2.0% | -1.8% | -0.5% |
| 3M | +2.6% | -7.6% | +10.2% | +4.2% |
| 6M | +6.0% | -5.7% | +11.6% | +6.4% |
| YTD | +24.9% | -11.7% | +36.7% | +26.5% |
| 1Y | +20.1% | -27.4% | +47.5% | +28.1% |
| 3Y | +16.4% | -32.5% | +48.9% | +20.2% |
| 5Y | +31.7% | -3.3% | +35.1% | +16.5% |
| All | +221.2% | +185.0% | +36.2% | +111.3% |
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