+751.9%
CP vs BAH
+1,084.3%
-332.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +11.0% | +18.2% | -7.2% | +6.5% |
| 3M | +3.8% | +13.1% | -9.2% | +0.4% |
| 6M | +9.5% | +15.2% | -5.7% | +4.7% |
| YTD | +28.2% | +6.0% | +22.2% | +23.7% |
| 1Y | +33.0% | +3.1% | +29.8% | +29.1% |
| 3Y | +35.5% | -26.2% | +61.8% | +38.7% |
| 5Y | +25.8% | +9.3% | +16.5% | +12.7% |
| 10Y | +250.7% | +212.3% | +38.4% | +137.8% |
| All | +751.9% | +1,084.3% | -332.4% | +284.1% |
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