-34.4%
BAX vs CP
+222.0%
-256.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.1% | -2.7% | +1.5% | -0.1% |
| 30D | -5.5% | +0.2% | -5.6% | -5.6% |
| 3M | +33.5% | +2.6% | +31.0% | +32.0% |
| 6M | +35.9% | +6.0% | +29.9% | +32.7% |
| YTD | +35.4% | +24.9% | +10.4% | +24.0% |
| 1Y | +9.8% | +20.1% | -10.4% | +2.0% |
| 3Y | -32.7% | +16.4% | -49.1% | -37.4% |
| 5Y | -65.6% | +31.7% | -97.3% | -70.0% |
| All | -34.4% | +222.0% | -256.4% | -59.5% |
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