-20.3%
BAX vs CFG
+347.0%
-367.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | +12.1% | -0.9% | +13.0% | +12.4% |
| 30D | +7.6% | +1.1% | +6.5% | +7.3% |
| 3M | -4.5% | -12.0% | +7.5% | -1.6% |
| 6M | +52.0% | -2.2% | +54.3% | +52.9% |
| YTD | +35.1% | +11.4% | +23.7% | +32.0% |
| 1Y | +43.7% | +27.8% | +15.9% | +36.1% |
| 3Y | -20.9% | +173.3% | -194.2% | -37.3% |
| 5Y | -63.5% | +62.4% | -126.0% | -68.4% |
| 10Y | -36.0% | +249.6% | -285.6% | -57.1% |
| All | -20.3% | +347.0% | -367.4% | -50.7% |
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