+7.4%
BAX vs COO
+0.2%
+7.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +2.1% |
| 7D | -1.1% | -2.2% | +1.1% | +0.5% |
| 30D | -5.5% | -7.0% | +1.6% | -0.3% |
| 3M | +33.5% | +12.2% | +21.3% | +23.4% |
| 6M | +35.9% | -15.1% | +51.0% | +51.5% |
| YTD | +35.4% | -15.1% | +50.4% | +51.2% |
| All | +7.4% | +0.2% | +7.2% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling