+874.4%
BAX vs CP
+7,734.8%
-6,860.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | +12.1% | +2.8% | +9.4% | +11.4% |
| 30D | +7.6% | +10.2% | -2.6% | +5.0% |
| 3M | -4.5% | +2.4% | -6.8% | -5.1% |
| 6M | +52.0% | +7.7% | +44.4% | +49.2% |
| YTD | +35.1% | +26.0% | +9.2% | +27.5% |
| 1Y | +43.7% | +34.6% | +9.1% | +33.4% |
| 3Y | -20.9% | +26.7% | -47.6% | -25.8% |
| 5Y | -63.5% | +24.9% | -88.5% | -66.0% |
| 10Y | -36.0% | +258.6% | -294.6% | -53.9% |
| All | +874.4% | +7,734.8% | -6,860.4% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling