+874.4%
BAX vs COO
+5,356.1%
-4,481.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.7% |
| 7D | +12.1% | +4.7% | +7.4% | +11.7% |
| 30D | +7.6% | +13.9% | -6.3% | +6.4% |
| 3M | -4.5% | -14.9% | +10.5% | -3.3% |
| 6M | +52.0% | +2.0% | +50.0% | +51.7% |
| YTD | +35.1% | -23.9% | +59.1% | +38.2% |
| 1Y | +43.7% | -9.6% | +53.3% | +45.0% |
| 3Y | -20.9% | -25.4% | +4.5% | -19.2% |
| 5Y | -63.5% | -41.2% | -22.4% | -62.2% |
| 10Y | -36.0% | +42.1% | -78.1% | -37.1% |
| All | +874.4% | +5,356.1% | -4,481.7% | +764.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling