-33.9%
BAX vs CFG
+248.3%
-282.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.7% |
| 7D | +9.0% | +0.3% | +8.8% | +9.0% |
| 30D | +8.5% | +3.2% | +5.2% | +7.7% |
| 3M | -4.1% | -9.7% | +5.6% | -1.9% |
| 6M | +46.9% | +3.6% | +43.3% | +45.8% |
| YTD | +38.4% | +14.7% | +23.7% | +34.4% |
| 1Y | +47.0% | +29.6% | +17.4% | +38.9% |
| 3Y | -14.9% | +190.6% | -205.5% | -32.8% |
| 5Y | -62.5% | +67.1% | -129.6% | -67.6% |
| 10Y | -33.9% | +237.0% | -270.9% | -49.3% |
| All | -33.9% | +248.3% | -282.2% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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