+23.0%
C vs BAX
+47.2%
-24.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +3.6% | -4.0% | -1.1% |
| 30D | -5.2% | +8.5% | -13.7% | -7.1% |
| 3M | -9.1% | -4.9% | -4.2% | -8.1% |
| 6M | -1.6% | +47.0% | -48.6% | -12.1% |
| YTD | +6.9% | +38.4% | -31.5% | -3.2% |
| 1Y | +23.0% | +49.1% | -26.2% | +9.9% |
| All | +23.0% | +47.2% | -24.3% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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