-30.0%
BAX vs CFG
+180.9%
-210.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.1% | +1.5% | -2.7% | -1.7% |
| 30D | -5.5% | -3.8% | -1.6% | -4.1% |
| 3M | +33.5% | +11.5% | +22.1% | +28.3% |
| 6M | +35.9% | +19.2% | +16.7% | +27.6% |
| YTD | +35.4% | +23.7% | +11.6% | +25.9% |
| 1Y | +9.8% | +38.8% | -29.1% | -1.8% |
| All | -30.0% | +180.9% | -210.8% | -49.8% |
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