+22.8%
CB vs BAX
+9.9%
+12.9%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | +0.5% | -1.1% | +1.6% | +0.6% |
| 30D | -3.1% | -5.5% | +2.3% | -2.7% |
| 3M | +9.0% | +33.5% | -24.6% | +6.2% |
| 6M | +2.9% | +35.9% | -33.0% | -0.2% |
| YTD | +10.1% | +35.4% | -25.2% | +6.0% |
| 1Y | +22.8% | +9.8% | +13.0% | +18.8% |
| All | +22.8% | +9.9% | +12.9% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling