-36.9%
BAX vs CAG
-35.6%
-1.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -5.1% | -6.6% | +1.5% | -3.5% |
| 30D | -12.2% | +2.3% | -14.5% | -12.7% |
| 3M | +21.8% | +16.3% | +5.5% | +17.3% |
| 6M | +36.3% | -16.0% | +52.3% | +41.4% |
| YTD | +27.8% | -7.7% | +35.5% | +29.2% |
| 1Y | -0.1% | -16.0% | +16.0% | +3.3% |
| 3Y | -33.3% | -37.7% | +4.4% | -26.7% |
| 5Y | -67.1% | -41.2% | -25.9% | -63.4% |
| 10Y | -36.9% | -33.8% | -3.1% | -30.5% |
| All | -36.9% | -35.6% | -1.3% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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