-33.9%
BAX vs CAPR
-64.9%
+31.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.0% | +2.3% |
| 7D | +9.0% | +36.0% | -27.0% | +8.8% |
| 30D | +8.5% | +25.8% | -17.3% | +8.3% |
| 3M | -4.1% | +140.8% | -144.9% | -4.7% |
| 6M | +46.9% | -67.6% | +114.5% | +47.3% |
| YTD | +38.4% | -65.9% | +104.3% | +38.6% |
| 1Y | +47.0% | +66.1% | -19.1% | +43.0% |
| 3Y | -14.9% | +256.9% | -271.8% | -18.7% |
| 5Y | -62.5% | +172.1% | -234.6% | -64.2% |
| 10Y | -33.9% | -64.7% | +30.8% | -38.4% |
| All | -33.9% | -64.9% | +31.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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