-33.1%
BAX vs CAG
-37.3%
+4.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | 0.0% |
| 7D | +0.1% | -3.3% | +3.4% | +0.9% |
| 30D | +4.1% | +7.7% | -3.6% | +1.9% |
| 3M | -4.5% | -3.2% | -1.4% | -4.1% |
| 6M | +49.2% | +7.0% | +42.3% | +45.9% |
| YTD | +35.2% | -9.0% | +44.2% | +36.8% |
| 1Y | +38.3% | -9.6% | +47.9% | +40.2% |
| 3Y | -19.0% | -36.0% | +16.9% | -11.3% |
| 5Y | -64.2% | -40.9% | -23.3% | -60.2% |
| All | -33.1% | -37.3% | +4.1% | -29.2% |
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