-33.9%
BAX vs CP
+261.0%
-294.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.6% |
| 7D | +9.0% | +2.8% | +6.3% | +7.9% |
| 30D | +8.5% | +11.3% | -2.9% | +4.1% |
| 3M | -4.1% | +2.9% | -7.0% | -5.2% |
| 6M | +46.9% | +9.8% | +37.2% | +41.5% |
| YTD | +38.4% | +28.5% | +9.9% | +25.4% |
| 1Y | +47.0% | +33.5% | +13.5% | +31.3% |
| 3Y | -14.9% | +31.9% | -46.9% | -24.3% |
| 5Y | -62.5% | +25.5% | -88.0% | -66.7% |
| 10Y | -33.9% | +257.6% | -291.5% | -59.4% |
| All | -33.9% | +261.0% | -294.9% | -59.4% |
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