-33.1%
BAX vs CP
+257.3%
-290.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | +0.1% | +2.1% | -2.1% | -0.8% |
| 30D | +4.1% | +9.3% | -5.3% | +0.6% |
| 3M | -4.5% | +0.5% | -5.0% | -4.8% |
| 6M | +49.2% | +10.4% | +38.8% | +43.4% |
| YTD | +35.2% | +28.7% | +6.6% | +22.5% |
| 1Y | +38.3% | +33.2% | +5.1% | +23.7% |
| 3Y | -19.0% | +38.4% | -57.5% | -29.1% |
| 5Y | -64.2% | +26.2% | -90.4% | -68.2% |
| All | -33.1% | +257.3% | -290.5% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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