+107.8%
CB vs BAX
-64.2%
+172.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +2.9% | +0.1% | +2.9% | +2.9% |
| 30D | +7.3% | +4.1% | +3.2% | +6.7% |
| 3M | +9.4% | -4.5% | +13.9% | +9.8% |
| 6M | +19.6% | +49.2% | -29.6% | +13.2% |
| YTD | +21.5% | +35.2% | -13.8% | +15.5% |
| 1Y | +28.0% | +38.3% | -10.3% | +21.3% |
| 3Y | +74.9% | -19.0% | +93.9% | +74.7% |
| All | +107.8% | -64.2% | +172.0% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling