-34.4%
BAX vs CP
+251.7%
-286.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | +6.3% | +9.6% | -3.3% | +2.6% |
| 3M | -4.6% | +2.2% | -6.8% | -5.4% |
| 6M | +50.4% | +11.1% | +39.3% | +44.2% |
| YTD | +38.0% | +28.2% | +9.9% | +25.3% |
| 1Y | +44.6% | +32.2% | +12.4% | +29.7% |
| 3Y | -15.1% | +35.5% | -50.7% | -25.1% |
| 5Y | -63.3% | +26.8% | -90.1% | -67.5% |
| 10Y | -34.4% | +256.9% | -291.3% | -58.5% |
| All | -34.4% | +251.7% | -286.1% | -58.5% |
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