-14.9%
BAX vs CF
+62.9%
-77.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | 0.0% |
| 7D | +3.6% | +4.8% | -1.1% | +3.6% |
| 30D | +8.5% | +9.7% | -1.2% | +8.2% |
| 3M | -4.9% | +1.2% | -6.1% | -4.9% |
| 6M | +47.0% | +7.4% | +39.6% | +46.0% |
| YTD | +38.4% | +60.5% | -22.1% | +26.4% |
| 1Y | +49.1% | +50.7% | -1.6% | +37.5% |
| 3Y | -14.9% | +64.8% | -79.7% | -26.1% |
| All | -14.9% | +62.9% | -77.8% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling