+36.9%
BAX vs CAPR
-99.1%
+136.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.1% | +0.5% |
| 7D | +12.1% | +41.1% | -28.9% | +11.9% |
| 30D | +7.6% | +11.1% | -3.5% | +7.5% |
| 3M | -4.5% | +115.3% | -119.8% | -5.0% |
| 6M | +52.0% | -73.8% | +125.8% | +52.6% |
| YTD | +35.1% | -68.8% | +104.0% | +35.4% |
| 1Y | +43.7% | +43.3% | +0.4% | +40.3% |
| 3Y | -20.9% | +214.7% | -235.6% | -23.8% |
| 5Y | -63.5% | +141.3% | -204.8% | -65.0% |
| 10Y | -36.0% | -67.0% | +31.0% | -39.4% |
| All | +36.9% | -99.1% | +136.0% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling