+134.5%
CVE vs BAH
+220.7%
-86.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | +0.4% |
| 7D | -16.1% | -3.5% | -12.6% | -15.5% |
| 30D | -10.4% | +24.3% | -34.6% | -14.7% |
| 3M | -2.4% | +16.3% | -18.7% | -5.9% |
| 6M | -4.4% | +13.6% | -18.0% | -7.9% |
| YTD | +64.9% | +3.5% | +61.5% | +60.5% |
| 1Y | +66.0% | +2.7% | +63.3% | +61.7% |
| 3Y | +57.7% | -26.6% | +84.2% | +59.2% |
| 5Y | +144.7% | +8.5% | +136.2% | +111.7% |
| All | +134.5% | +220.7% | -86.2% | +74.1% |
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 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