-20.9%
BAX vs CG
+47.3%
-68.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +12.1% | -1.2% | +13.3% | +12.5% |
| 30D | +7.6% | +5.0% | +2.6% | +6.0% |
| 3M | -4.5% | -18.2% | +13.7% | +0.6% |
| 6M | +52.0% | -20.7% | +72.7% | +61.1% |
| YTD | +35.1% | -31.4% | +66.6% | +47.8% |
| 1Y | +43.7% | -22.3% | +66.0% | +51.5% |
| 3Y | -20.9% | +50.2% | -71.1% | -30.7% |
| All | -20.9% | +47.3% | -68.3% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling