-37.1%
BAX vs CAPR
-77.1%
+40.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.1% | -3.7% |
| 7D | -2.4% | -9.5% | +7.1% | -2.4% |
| 30D | -9.7% | +121.5% | -131.2% | -10.2% |
| 3M | +29.3% | -65.4% | +94.6% | +29.6% |
| 6M | +40.7% | -67.5% | +108.2% | +41.1% |
| YTD | +30.3% | -68.6% | +98.9% | +30.6% |
| 1Y | +3.4% | +42.7% | -39.3% | +0.7% |
| 3Y | -32.0% | +43.4% | -75.4% | -34.6% |
| 5Y | -66.9% | +86.0% | -152.9% | -68.3% |
| 10Y | -37.1% | -77.4% | +40.3% | -39.1% |
| All | -37.1% | -77.1% | +40.1% | -39.1% |
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