-34.4%
BAX vs CF
+485.9%
-520.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.6% | +10.4% | -11.0% | -1.6% |
| 30D | +6.3% | +7.6% | -1.3% | +5.4% |
| 3M | -4.6% | +5.2% | -9.7% | -5.3% |
| 6M | +50.4% | -0.1% | +50.5% | +49.6% |
| YTD | +38.0% | +61.7% | -23.7% | +27.9% |
| 1Y | +44.6% | +50.3% | -5.7% | +35.3% |
| 3Y | -15.1% | +66.0% | -81.1% | -22.5% |
| 5Y | -63.3% | +114.5% | -177.8% | -68.6% |
| 10Y | -34.4% | +471.5% | -505.9% | -51.7% |
| All | -34.4% | +485.9% | -520.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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