+216.8%
CB vs BAX
-36.7%
+253.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.3% | -0.6% |
| 7D | -0.6% | -2.4% | +1.8% | -0.1% |
| 30D | -3.9% | -9.7% | +5.8% | -1.7% |
| 3M | +4.9% | +29.3% | -24.3% | -1.8% |
| 6M | +3.3% | +40.7% | -37.4% | -5.7% |
| YTD | +8.5% | +30.3% | -21.8% | -0.1% |
| 1Y | +22.1% | +3.4% | +18.7% | +18.6% |
| 3Y | +70.1% | -32.0% | +102.1% | +79.2% |
| 5Y | +97.4% | -66.9% | +164.3% | +169.8% |
| 10Y | +216.8% | -37.1% | +253.9% | +273.9% |
| All | +216.8% | -36.7% | +253.6% | +273.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling