+2.8%
CSCO vs BAH
+14.6%
-11.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -2.2% |
| 7D | -10.2% | -3.5% | -6.7% | -10.4% |
| 30D | -20.1% | +24.3% | -44.3% | -18.9% |
| 3M | -22.4% | +16.3% | -38.7% | -21.2% |
| 6M | +2.8% | +13.6% | -10.8% | +8.1% |
| All | +2.8% | +14.6% | -11.8% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling