+105.9%
C vs BAX
-63.7%
+169.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.4% | +12.1% | -14.5% | -5.1% |
| 30D | -6.0% | +7.6% | -13.6% | -7.9% |
| 3M | -10.5% | -4.5% | -6.1% | -9.8% |
| 6M | -5.7% | +52.0% | -57.7% | -16.1% |
| YTD | +4.1% | +35.1% | -31.0% | -5.2% |
| 1Y | +20.5% | +43.7% | -23.2% | +7.9% |
| 3Y | +208.1% | -20.9% | +229.1% | +214.0% |
| All | +105.9% | -63.7% | +169.6% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling