+875.9%
BAX vs CAG
+604.9%
+271.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -1.1% | -3.8% | +2.6% | 0.0% |
| 30D | -5.5% | +3.1% | -8.6% | -6.4% |
| 3M | +33.5% | +23.5% | +10.1% | +25.4% |
| 6M | +35.9% | -14.8% | +50.7% | +41.6% |
| YTD | +35.4% | -5.4% | +40.8% | +36.4% |
| 1Y | +9.8% | -11.8% | +21.6% | +12.8% |
| 3Y | -32.7% | -36.7% | +3.9% | -24.5% |
| 5Y | -65.6% | -40.3% | -25.3% | -60.9% |
| 10Y | -34.9% | -37.0% | +2.1% | -31.4% |
| All | +875.9% | +604.9% | +271.1% | +295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling