-65.8%
BAX vs CAPR
+84.7%
-150.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | -1.1% | -2.0% | +0.8% | -1.1% |
| 30D | -5.5% | +139.2% | -144.6% | -5.9% |
| 3M | +33.5% | -66.4% | +99.9% | +34.0% |
| 6M | +35.9% | -63.1% | +99.0% | +36.2% |
| YTD | +35.4% | -67.4% | +102.8% | +35.8% |
| 1Y | +9.8% | +58.2% | -48.5% | +6.5% |
| 3Y | -32.7% | +42.2% | -74.9% | -36.9% |
| All | -65.8% | +84.7% | -150.5% | -68.6% |
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