-33.9%
BAX vs CPB
-39.9%
+6.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.7% |
| 7D | +9.0% | +3.3% | +5.8% | +8.1% |
| 30D | +8.5% | +19.0% | -10.5% | +3.6% |
| 3M | -4.1% | +0.4% | -4.5% | -4.6% |
| 6M | +46.9% | +13.0% | +34.0% | +41.8% |
| YTD | +38.4% | -12.7% | +51.1% | +41.7% |
| 1Y | +47.0% | -20.9% | +67.9% | +54.3% |
| 3Y | -14.9% | -35.4% | +20.5% | -6.8% |
| 5Y | -62.5% | -32.3% | -30.2% | -59.5% |
| 10Y | -33.9% | -40.5% | +6.6% | -26.9% |
| All | -33.9% | -39.9% | +6.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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