+875.9%
BAX vs CP
+7,669.4%
-6,793.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.1% | -2.7% | +1.5% | -0.5% |
| 30D | -5.5% | +0.2% | -5.6% | -5.5% |
| 3M | +33.5% | +2.6% | +31.0% | +32.6% |
| 6M | +35.9% | +6.0% | +29.9% | +33.9% |
| YTD | +35.4% | +24.9% | +10.4% | +28.0% |
| 1Y | +9.8% | +20.1% | -10.4% | +4.8% |
| 3Y | -32.7% | +16.4% | -49.1% | -35.6% |
| 5Y | -65.6% | +31.7% | -97.3% | -68.3% |
| 10Y | -34.9% | +223.9% | -258.8% | -52.1% |
| All | +875.9% | +7,669.4% | -6,793.5% | +218.7% |
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