-63.9%
BAX vs CF
+120.6%
-184.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | +12.1% | -3.2% | +15.3% | +12.3% |
| 30D | +7.6% | +4.3% | +3.3% | +7.4% |
| 3M | -4.5% | +2.8% | -7.3% | -4.7% |
| 6M | +52.0% | +0.6% | +51.4% | +51.5% |
| YTD | +35.1% | +56.6% | -21.5% | +28.3% |
| 1Y | +43.7% | +49.6% | -5.9% | +37.0% |
| 3Y | -20.9% | +61.5% | -82.4% | -25.9% |
| All | -63.9% | +120.6% | -184.4% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling