-34.4%
BAX vs CAPR
-59.1%
+24.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.5% | -26.8% | -0.5% |
| 7D | -0.6% | +25.8% | -26.4% | -0.8% |
| 30D | +6.3% | +50.2% | -43.9% | +6.0% |
| 3M | -4.6% | +185.5% | -190.1% | -5.3% |
| 6M | +50.4% | -64.8% | +115.2% | +50.7% |
| YTD | +38.0% | -61.1% | +99.1% | +38.1% |
| 1Y | +44.6% | +81.0% | -36.4% | +40.6% |
| 3Y | -15.1% | +300.7% | -315.9% | -18.9% |
| 5Y | -63.3% | +223.3% | -286.6% | -65.0% |
| 10Y | -34.4% | -58.8% | +24.4% | -38.7% |
| All | -34.4% | -59.1% | +24.7% | -38.7% |
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