-36.9%
BAX vs CG
+324.5%
-361.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.0% |
| 7D | -5.1% | -6.4% | +1.3% | -3.7% |
| 30D | -12.2% | -7.1% | -5.1% | -10.8% |
| 3M | +21.8% | -1.6% | +23.4% | +22.0% |
| 6M | +36.3% | -8.3% | +44.6% | +38.5% |
| YTD | +27.8% | -23.8% | +51.6% | +34.7% |
| 1Y | -0.1% | -28.7% | +28.7% | +6.7% |
| 3Y | -33.3% | +49.2% | -82.5% | -40.6% |
| 5Y | -67.1% | +5.5% | -72.6% | -69.6% |
| 10Y | -36.9% | +331.2% | -368.2% | -56.0% |
| All | -36.9% | +324.5% | -361.4% | -56.0% |
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