-35.6%
BAX vs CG
+308.6%
-344.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.4% |
| 7D | +3.6% | +2.0% | +1.7% | +3.2% |
| 30D | +8.5% | +8.5% | 0.0% | +6.4% |
| 3M | -4.9% | -12.1% | +7.3% | -2.3% |
| 6M | +47.0% | -16.4% | +63.4% | +52.4% |
| YTD | +38.4% | -28.0% | +66.4% | +47.4% |
| 1Y | +49.1% | -18.9% | +68.0% | +54.5% |
| 3Y | -14.9% | +51.2% | -66.1% | -24.3% |
| 5Y | -63.1% | -15.9% | -47.3% | -64.2% |
| 10Y | -35.6% | +305.9% | -341.5% | -53.0% |
| All | -35.6% | +308.6% | -344.2% | -53.0% |
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