+11.5%
BAX vs CG
+351.2%
-339.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.4% |
| 7D | -1.1% | -4.3% | +3.2% | -0.2% |
| 30D | -5.5% | -5.1% | -0.4% | -4.5% |
| 3M | +33.5% | +8.7% | +24.9% | +31.0% |
| 6M | +35.9% | -9.2% | +45.1% | +38.2% |
| YTD | +35.4% | -18.9% | +54.2% | +40.3% |
| 1Y | +9.8% | -25.6% | +35.4% | +15.6% |
| 3Y | -32.7% | +57.3% | -90.0% | -40.4% |
| 5Y | -65.6% | +10.2% | -75.7% | -68.3% |
| 10Y | -34.9% | +364.2% | -399.1% | -55.9% |
| All | +11.5% | +351.2% | -339.7% | -26.9% |
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