+11.3%
BAX vs CG
+281.3%
-270.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +12.1% | -1.2% | +13.3% | +12.4% |
| 30D | +7.6% | +5.0% | +2.6% | +6.4% |
| 3M | -4.5% | -18.2% | +13.7% | -0.5% |
| 6M | +52.0% | -20.7% | +72.7% | +59.1% |
| YTD | +35.1% | -31.4% | +66.6% | +45.0% |
| 1Y | +43.7% | -22.3% | +66.0% | +50.1% |
| 3Y | -20.9% | +50.2% | -71.1% | -29.0% |
| 5Y | -63.5% | -22.1% | -41.5% | -64.0% |
| 10Y | -36.0% | +295.5% | -331.5% | -55.1% |
| All | +11.3% | +281.3% | -270.0% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling