-33.1%
BAX vs CG
+278.5%
-311.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | 0.0% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +4.1% | +11.2% | -7.1% | +1.5% |
| 3M | -4.5% | -22.1% | +17.5% | +0.8% |
| 6M | +49.2% | -17.9% | +67.2% | +55.3% |
| YTD | +35.2% | -31.3% | +66.5% | +45.6% |
| 1Y | +38.3% | -24.0% | +62.3% | +45.4% |
| 3Y | -19.0% | +45.0% | -64.0% | -27.3% |
| 5Y | -64.2% | -22.6% | -41.5% | -64.6% |
| All | -33.1% | +278.5% | -311.6% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling