-63.9%
BAX vs CFG
+61.2%
-125.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | +12.1% | -0.9% | +13.0% | +12.5% |
| 30D | +7.6% | +1.1% | +6.5% | +7.2% |
| 3M | -4.5% | -12.0% | +7.5% | -0.7% |
| 6M | +52.0% | -2.2% | +54.3% | +53.1% |
| YTD | +35.1% | +11.4% | +23.7% | +31.2% |
| 1Y | +43.7% | +27.8% | +15.9% | +34.3% |
| 3Y | -20.9% | +173.3% | -194.2% | -40.0% |
| All | -63.9% | +61.2% | -125.1% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling