-66.9%
BAX vs CAG
-40.6%
-26.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.3% | -3.2% |
| 7D | -2.4% | -5.3% | +2.8% | -0.4% |
| 30D | -9.7% | +1.0% | -10.7% | -10.2% |
| 3M | +29.3% | +17.4% | +11.9% | +21.5% |
| 6M | +40.7% | -16.8% | +57.5% | +49.4% |
| YTD | +30.3% | -6.8% | +37.1% | +31.4% |
| 1Y | +3.4% | -15.4% | +18.8% | +8.4% |
| 3Y | -32.0% | -37.1% | +5.1% | -21.6% |
| 5Y | -66.9% | -41.3% | -25.6% | -61.5% |
| All | -66.9% | -40.6% | -26.2% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling