-20.9%
BAX vs CAG
-34.1%
+13.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.1% |
| 7D | +12.1% | +5.8% | +6.3% | +9.8% |
| 30D | +7.6% | +16.4% | -8.8% | +1.5% |
| 3M | -4.5% | +3.8% | -8.3% | -6.2% |
| 6M | +52.0% | +10.8% | +41.2% | +45.2% |
| YTD | +35.1% | -5.8% | +41.0% | +34.8% |
| 1Y | +43.7% | -2.4% | +46.1% | +41.3% |
| 3Y | -20.9% | -33.4% | +12.5% | -10.5% |
| All | -20.9% | -34.1% | +13.1% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling