+6,646.7%
CB vs BAX
+601.4%
+6,045.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +0.5% | -1.1% | +1.6% | +0.8% |
| 30D | -3.1% | -5.5% | +2.3% | -1.7% |
| 3M | +9.0% | +33.5% | -24.6% | -0.2% |
| 6M | +2.9% | +35.9% | -33.0% | -6.8% |
| YTD | +10.1% | +35.4% | -25.2% | -1.1% |
| 1Y | +22.8% | +9.8% | +13.0% | +16.2% |
| 3Y | +73.8% | -32.7% | +106.5% | +82.6% |
| 5Y | +99.2% | -65.6% | +164.7% | +152.6% |
| 10Y | +218.2% | -34.9% | +253.1% | +227.9% |
| All | +6,646.7% | +601.4% | +6,045.2% | +4,068.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling