+73.6%
BAX vs CF
+5,948.3%
-5,874.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.4% |
| 7D | -1.1% | +6.0% | -7.2% | -1.9% |
| 30D | -5.5% | +14.8% | -20.3% | -7.1% |
| 3M | +33.5% | +14.1% | +19.5% | +31.0% |
| 6M | +35.9% | +28.5% | +7.3% | +30.1% |
| YTD | +35.4% | +74.9% | -39.6% | +24.6% |
| 1Y | +9.8% | +61.7% | -51.9% | +1.9% |
| 3Y | -32.7% | +80.3% | -113.1% | -39.0% |
| 5Y | -65.6% | +226.0% | -291.5% | -71.8% |
| 10Y | -34.9% | +569.9% | -604.8% | -53.6% |
| All | +73.6% | +5,948.3% | -5,874.8% | -13.1% |
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 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