+108.1%
CSCO vs BAH
-32.4%
+140.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -0.7% | -3.2% | +2.6% | -0.6% |
| 30D | -10.1% | +2.0% | -12.1% | -10.2% |
| 3M | -15.7% | -7.6% | -8.1% | -15.3% |
| 6M | +36.3% | -5.7% | +41.9% | +36.5% |
| YTD | +43.8% | -11.7% | +55.6% | +44.0% |
| 1Y | +63.9% | -27.4% | +91.3% | +66.1% |
| All | +108.1% | -32.4% | +140.5% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling