-35.6%
BAX vs COO
+38.3%
-73.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +3.6% | +4.5% | -0.9% | +1.6% |
| 30D | +8.5% | +16.9% | -8.4% | +1.1% |
| 3M | -4.9% | -16.7% | +11.8% | +2.5% |
| 6M | +47.0% | +5.9% | +41.0% | +42.2% |
| YTD | +38.4% | -22.4% | +60.9% | +54.2% |
| 1Y | +49.1% | -10.1% | +59.2% | +55.8% |
| 3Y | -14.9% | -22.8% | +7.9% | -7.7% |
| 5Y | -63.1% | -41.4% | -21.7% | -55.9% |
| 10Y | -35.6% | +41.3% | -76.8% | -47.7% |
| All | -35.6% | +38.3% | -73.9% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling