+366.8%
CSCO vs BAH
+182.5%
+184.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -0.5% | -4.3% | +3.8% | +0.5% |
| 30D | -10.1% | -4.5% | -5.6% | -9.3% |
| 3M | -11.7% | -7.6% | -4.1% | -10.5% |
| 6M | +40.1% | -10.6% | +50.7% | +42.4% |
| YTD | +43.8% | -12.6% | +56.4% | +45.5% |
| 1Y | +66.6% | -27.0% | +93.6% | +76.0% |
| 3Y | +108.5% | -31.5% | +140.0% | +111.0% |
| 5Y | +114.0% | -3.8% | +117.8% | +84.9% |
| 10Y | +366.8% | +183.9% | +182.9% | +181.5% |
| All | +366.8% | +182.5% | +184.3% | +181.5% |
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