+18.0%
BAC vs CAG
-39.4%
+57.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.4% |
| 7D | -1.2% | +5.8% | -7.0% | -2.1% |
| 30D | -7.7% | +16.4% | -24.0% | -9.9% |
| 3M | -21.2% | +3.8% | -25.0% | -21.8% |
| 6M | -6.8% | +10.8% | -17.7% | -8.9% |
| YTD | -8.7% | -5.8% | -2.9% | -8.7% |
| 1Y | -5.3% | -2.4% | -2.9% | -6.1% |
| 3Y | +87.4% | -33.4% | +120.9% | +98.8% |
| All | +18.0% | -39.4% | +57.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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