+162.3%
CVE vs BAH
+185.2%
-22.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +2.5% | -3.2% | +5.7% | +3.2% |
| 30D | +16.7% | +2.0% | +14.7% | +16.2% |
| 3M | +9.3% | -7.6% | +16.9% | +10.8% |
| 6M | +43.6% | -5.7% | +49.3% | +44.2% |
| YTD | +93.6% | -11.7% | +105.3% | +95.7% |
| 1Y | +98.8% | -27.4% | +126.1% | +110.0% |
| 3Y | +73.6% | -32.5% | +106.1% | +77.2% |
| 5Y | +312.5% | -3.3% | +315.8% | +265.7% |
| All | +162.3% | +185.2% | -22.9% | +84.9% |
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