-64.2%
BAX vs CMS
+36.3%
-100.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.4% |
| 7D | +0.1% | +1.7% | -1.7% | -0.6% |
| 30D | +4.1% | +6.2% | -2.1% | +1.6% |
| 3M | -4.5% | +0.6% | -5.2% | -4.9% |
| 6M | +49.2% | -1.8% | +51.0% | +50.1% |
| YTD | +35.2% | +3.8% | +31.4% | +33.1% |
| 1Y | +38.3% | -1.8% | +40.1% | +38.9% |
| 3Y | -19.0% | +39.8% | -58.9% | -30.2% |
| All | -64.2% | +36.3% | -100.5% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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