+30.1%
CB vs BAX
+44.0%
-13.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.2% | +12.1% | -11.9% | -0.5% |
| 30D | +9.1% | +7.6% | +1.5% | +8.4% |
| 3M | +3.4% | -4.5% | +7.9% | +3.8% |
| 6M | +14.1% | +52.0% | -37.9% | +9.4% |
| YTD | +18.0% | +35.1% | -17.1% | +11.2% |
| 1Y | +30.1% | +43.7% | -13.6% | +21.3% |
| All | +30.1% | +44.0% | -13.9% | +21.3% |
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