-0.1%
BAX vs CAG
-16.0%
+16.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -5.1% | -6.6% | +1.5% | -3.0% |
| 30D | -12.2% | +2.3% | -14.5% | -12.8% |
| 3M | +21.8% | +16.3% | +5.5% | +16.6% |
| 6M | +36.3% | -16.0% | +52.3% | +38.5% |
| YTD | +27.8% | -7.7% | +35.5% | +24.1% |
| 1Y | -0.1% | -16.0% | +16.0% | +2.6% |
| All | -0.1% | -16.0% | +16.0% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling