+43.7%
BAX vs CF
+46.5%
-2.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.6% |
| 7D | +12.1% | -3.2% | +15.3% | +12.0% |
| 30D | +7.6% | +4.3% | +3.3% | +8.1% |
| 3M | -4.5% | +2.8% | -7.3% | -4.0% |
| 6M | +52.0% | +0.6% | +51.4% | +52.5% |
| YTD | +35.1% | +56.6% | -21.5% | +11.7% |
| 1Y | +43.7% | +49.6% | -5.9% | +22.4% |
| All | +43.7% | +46.5% | -2.8% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling