+32.2%
CB vs BAX
+46.0%
-13.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.8% |
| 7D | +5.3% | +4.1% | +1.2% | +4.9% |
| 30D | +13.2% | +9.4% | +3.8% | +12.4% |
| 3M | +7.8% | -6.5% | +14.2% | +8.3% |
| 6M | +15.8% | +59.6% | -43.8% | +10.7% |
| YTD | +21.0% | +38.9% | -17.9% | +13.8% |
| 1Y | +32.2% | +48.0% | -15.8% | +22.8% |
| All | +32.2% | +46.0% | -13.9% | +22.8% |
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