+321.5%
CSCO vs BAH
+218.8%
+102.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.8% |
| 7D | -2.9% | -1.5% | -1.4% | -2.6% |
| 30D | -16.7% | +17.3% | -33.9% | -19.7% |
| 3M | -18.4% | +14.9% | -33.3% | -21.3% |
| 6M | +2.9% | +14.2% | -11.3% | -1.1% |
| YTD | +30.4% | +5.1% | +25.3% | +26.2% |
| 1Y | +41.4% | +2.1% | +39.3% | +37.5% |
| 3Y | +104.7% | -26.0% | +130.6% | +106.6% |
| 5Y | +96.9% | +9.0% | +88.0% | +67.1% |
| 10Y | +321.5% | +208.8% | +112.7% | +148.0% |
| All | +321.5% | +218.8% | +102.7% | +148.0% |
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