+875.9%
BAX vs CMS
+457.8%
+418.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -5.5% | -3.6% | -1.9% | -4.7% |
| 3M | +33.5% | -1.9% | +35.5% | +34.1% |
| 6M | +35.9% | -11.0% | +46.8% | +39.5% |
| YTD | +35.4% | +0.2% | +35.2% | +35.2% |
| 1Y | +9.8% | -1.3% | +11.1% | +9.9% |
| 3Y | -32.7% | +35.9% | -68.7% | -37.6% |
| 5Y | -65.6% | +23.1% | -88.6% | -67.4% |
| 10Y | -34.9% | +117.9% | -152.8% | -45.5% |
| All | +875.9% | +457.8% | +418.1% | +532.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling