+737.2%
CP vs BAH
+1,056.2%
-319.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.6% |
| 7D | +2.8% | -3.5% | +6.3% | +3.7% |
| 30D | +10.2% | +24.3% | -14.0% | +4.4% |
| 3M | +2.4% | +16.3% | -14.0% | -1.8% |
| 6M | +7.7% | +13.6% | -5.9% | +3.3% |
| YTD | +26.0% | +3.5% | +22.5% | +22.3% |
| 1Y | +34.6% | +2.7% | +31.9% | +30.8% |
| 3Y | +26.7% | -26.6% | +53.3% | +29.7% |
| 5Y | +24.9% | +8.5% | +16.4% | +12.0% |
| 10Y | +258.6% | +225.1% | +33.5% | +140.9% |
| All | +737.2% | +1,056.2% | -319.0% | +279.7% |
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