+243.0%
CB vs BAX
-35.6%
+278.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.0% |
| 7D | -1.5% | +9.0% | -10.5% | -3.4% |
| 30D | +6.5% | +8.5% | -1.9% | +4.3% |
| 3M | +4.1% | -4.1% | +8.2% | +4.7% |
| 6M | +14.4% | +46.9% | -32.5% | +3.5% |
| YTD | +17.5% | +38.4% | -20.9% | +6.3% |
| 1Y | +27.5% | +47.0% | -19.5% | +13.5% |
| 3Y | +71.6% | -14.9% | +86.5% | +68.8% |
| 5Y | +100.6% | -62.5% | +163.1% | +163.7% |
| 10Y | +243.0% | -33.9% | +276.9% | +314.9% |
| All | +243.0% | -35.6% | +278.6% | +314.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling