+248.2%
CB vs BAX
-36.8%
+285.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +0.2% | +12.1% | -11.9% | -2.3% |
| 30D | +9.1% | +7.6% | +1.5% | +7.0% |
| 3M | +3.4% | -4.5% | +7.9% | +4.1% |
| 6M | +14.1% | +52.0% | -37.9% | +2.3% |
| YTD | +18.0% | +35.1% | -17.1% | +7.4% |
| 1Y | +30.1% | +43.7% | -13.6% | +16.4% |
| 3Y | +71.8% | -20.9% | +92.7% | +72.8% |
| 5Y | +101.8% | -63.5% | +165.4% | +167.0% |
| All | +248.2% | -36.8% | +285.0% | +323.0% |
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