+58.6%
CVE vs BAH
-22.8%
+81.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.8% |
| 7D | -14.1% | +6.0% | -20.1% | -14.4% |
| 30D | -11.6% | +31.1% | -42.7% | -13.0% |
| 3M | 0.0% | +25.2% | -25.1% | -1.2% |
| 6M | -8.4% | +18.9% | -27.3% | -9.4% |
| YTD | +65.9% | +8.3% | +57.6% | +64.3% |
| 1Y | +69.4% | +6.2% | +63.2% | +68.1% |
| All | +58.6% | -22.8% | +81.4% | +54.4% |
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