+49.1%
BAX vs CP
+33.1%
+16.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.3% |
| 7D | +9.0% | +2.8% | +6.3% | +7.4% |
| 30D | +8.5% | +11.3% | -2.9% | +2.3% |
| 3M | -4.1% | +2.9% | -7.0% | -5.8% |
| 6M | +46.9% | +9.8% | +37.2% | +38.3% |
| YTD | +38.4% | +28.5% | +9.9% | +20.3% |
| All | +49.1% | +33.1% | +16.0% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling