-30.0%
BAX vs CF
+73.9%
-103.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.1% |
| 7D | -1.1% | +6.0% | -7.2% | -1.4% |
| 30D | -5.5% | +14.8% | -20.3% | -6.0% |
| 3M | +33.5% | +14.1% | +19.5% | +32.5% |
| 6M | +35.9% | +28.5% | +7.3% | +30.8% |
| YTD | +35.4% | +74.9% | -39.6% | +24.0% |
| 1Y | +9.8% | +61.7% | -51.9% | +1.5% |
| All | -30.0% | +73.9% | -103.9% | -38.3% |
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