+1,045.8%
C vs BAX
+920.2%
+125.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.4% | -0.6% | +0.2% | -0.1% |
| 30D | -5.3% | +6.3% | -11.6% | -8.2% |
| 3M | -8.0% | -4.6% | -3.4% | -6.9% |
| 6M | -0.3% | +50.4% | -50.6% | -17.9% |
| YTD | +8.6% | +38.0% | -29.4% | -8.6% |
| 1Y | +25.8% | +44.6% | -18.8% | +3.4% |
| 3Y | +221.2% | -15.1% | +236.3% | +215.0% |
| 5Y | +113.6% | -63.3% | +176.8% | +196.8% |
| 10Y | +218.3% | -34.4% | +252.7% | +232.6% |
| All | +1,045.8% | +920.2% | +125.6% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling