-17.4%
BAX vs CFG
+192.0%
-209.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +6.3% | +3.1% | +3.2% | +5.0% |
| 3M | -4.6% | -9.7% | +5.1% | -0.8% |
| 6M | +50.4% | +6.7% | +43.7% | +46.6% |
| YTD | +38.0% | +15.2% | +22.8% | +31.2% |
| 1Y | +44.6% | +28.8% | +15.8% | +32.5% |
| All | -17.4% | +192.0% | -209.4% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling