-36.8%
BAX vs COO
+41.2%
-78.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.4% |
| 7D | +12.1% | +4.7% | +7.4% | +9.9% |
| 30D | +7.6% | +13.9% | -6.3% | +1.4% |
| 3M | -4.5% | -14.9% | +10.5% | +1.9% |
| 6M | +52.0% | +2.0% | +50.0% | +49.5% |
| YTD | +35.1% | -23.9% | +59.1% | +51.8% |
| 1Y | +43.7% | -9.6% | +53.3% | +49.8% |
| 3Y | -20.9% | -25.4% | +4.5% | -13.0% |
| 5Y | -63.5% | -41.2% | -22.4% | -56.5% |
| All | -36.8% | +41.2% | -78.1% | -48.3% |
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