+78.1%
BAX vs CF
+4,965.4%
-4,887.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +4.5% |
| 7D | +4.1% | -6.9% | +11.0% | +4.9% |
| 30D | +9.4% | -3.7% | +13.2% | +9.8% |
| 3M | -6.5% | -5.0% | -1.5% | -6.2% |
| 6M | +59.6% | -10.5% | +70.1% | +60.6% |
| YTD | +38.9% | +46.5% | -7.7% | +30.2% |
| 1Y | +48.0% | +34.8% | +13.2% | +40.3% |
| 3Y | -17.5% | +46.7% | -64.2% | -23.4% |
| 5Y | -62.7% | +112.0% | -174.7% | -67.8% |
| 10Y | -34.2% | +529.7% | -563.9% | -52.9% |
| All | +78.1% | +4,965.4% | -4,887.4% | -9.2% |
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