+73.0%
CB vs BAX
-18.2%
+91.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | 0.0% | +0.4% | -0.3% | 0.0% |
| 30D | +7.4% | +3.4% | +4.0% | +7.0% |
| 3M | +8.6% | -4.5% | +13.1% | +8.9% |
| 6M | +16.1% | +44.0% | -27.9% | +12.0% |
| YTD | +20.2% | +34.9% | -14.7% | +15.9% |
| 1Y | +27.2% | +37.9% | -10.7% | +22.3% |
| All | +73.0% | -18.2% | +91.2% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling