+247.9%
CB vs BAX
-36.0%
+283.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | +7.4% | +3.4% | +4.0% | +6.3% |
| 3M | +8.6% | -4.5% | +13.1% | +9.3% |
| 6M | +16.1% | +44.0% | -27.9% | +5.5% |
| YTD | +20.2% | +34.9% | -14.7% | +9.4% |
| 1Y | +27.2% | +37.9% | -10.7% | +14.9% |
| 3Y | +72.7% | -17.1% | +89.7% | +70.8% |
| 5Y | +105.9% | -64.3% | +170.2% | +175.5% |
| All | +247.9% | -36.0% | +283.9% | +327.7% |
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