+265.0%
C vs BAX
-32.5%
+297.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +3.6% | -1.1% | +4.8% | +3.9% |
| 30D | +0.1% | -5.5% | +5.5% | +1.3% |
| 3M | +2.4% | +33.5% | -31.1% | -4.8% |
| 6M | +24.9% | +35.9% | -10.9% | +15.1% |
| YTD | +19.8% | +35.4% | -15.5% | +10.2% |
| 1Y | +44.9% | +9.8% | +35.1% | +38.9% |
| All | +265.0% | -32.5% | +297.5% | +287.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling