-20.2%
BAX vs CFG
+396.4%
-416.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.1% | +1.5% | -2.7% | -1.5% |
| 30D | -5.5% | -3.8% | -1.6% | -4.6% |
| 3M | +33.5% | +11.5% | +22.1% | +30.2% |
| 6M | +35.9% | +19.2% | +16.7% | +30.5% |
| YTD | +35.4% | +23.7% | +11.6% | +29.0% |
| 1Y | +9.8% | +38.8% | -29.1% | +1.7% |
| 3Y | -32.7% | +178.9% | -211.6% | -47.2% |
| 5Y | -65.6% | +101.8% | -167.3% | -71.6% |
| 10Y | -34.9% | +317.3% | -352.2% | -58.4% |
| All | -20.2% | +396.4% | -416.6% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling