+1,376.8%
BAC vs CAG
+604.9%
+771.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.1% | -3.8% | +4.9% | +2.3% |
| 30D | -0.4% | +3.1% | -3.5% | -1.5% |
| 3M | +16.9% | +23.5% | -6.6% | +8.6% |
| 6M | +26.6% | -14.8% | +41.5% | +31.9% |
| YTD | +15.8% | -5.4% | +21.2% | +16.0% |
| 1Y | +27.2% | -11.8% | +39.0% | +29.8% |
| 3Y | +132.4% | -36.7% | +169.1% | +159.7% |
| 5Y | +72.6% | -40.3% | +112.8% | +95.1% |
| 10Y | +389.7% | -37.0% | +426.7% | +405.5% |
| All | +1,376.8% | +604.9% | +771.9% | +480.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling