+72.3%
BAX vs CF
+5,277.9%
-5,205.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.4% | -3.9% |
| 7D | +9.1% | +0.4% | +8.7% | +8.9% |
| 30D | +5.3% | +2.2% | +3.1% | +4.9% |
| 3M | -6.1% | +2.1% | -8.2% | -6.7% |
| 6M | +53.3% | -6.5% | +59.8% | +53.4% |
| YTD | +34.4% | +55.6% | -21.1% | +25.1% |
| 1Y | +43.2% | +42.3% | +0.9% | +34.8% |
| 3Y | -20.1% | +55.7% | -75.9% | -26.4% |
| 5Y | -63.7% | +122.4% | -186.2% | -68.9% |
| 10Y | -36.3% | +568.5% | -604.9% | -54.7% |
| All | +72.3% | +5,277.9% | -5,205.6% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling