-64.2%
BAX vs CAPR
+172.3%
-236.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.2% | +0.3% |
| 7D | +0.1% | +5.9% | -5.8% | 0.0% |
| 30D | +4.1% | +44.6% | -40.5% | +3.9% |
| 3M | -4.5% | +126.4% | -130.9% | -5.0% |
| 6M | +49.2% | -68.6% | +117.8% | +49.8% |
| YTD | +35.2% | -67.0% | +102.2% | +35.6% |
| 1Y | +38.3% | +65.2% | -26.9% | +34.0% |
| 3Y | -19.0% | +235.6% | -254.6% | -25.9% |
| All | -64.2% | +172.3% | -236.5% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling