+251.7%
BAC vs CB
+246.2%
+5.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.6% |
| 7D | +2.0% | -1.5% | +3.5% | +3.1% |
| 30D | -6.9% | +6.5% | -13.5% | -11.0% |
| 3M | -19.6% | +4.1% | -23.6% | -22.0% |
| 6M | -0.5% | +14.4% | -14.9% | -10.5% |
| YTD | -6.6% | +17.5% | -24.1% | -18.1% |
| 1Y | -3.0% | +27.5% | -30.5% | -20.0% |
| 3Y | +97.3% | +71.6% | +25.7% | +25.6% |
| 5Y | +21.9% | +100.6% | -78.8% | -32.6% |
| 10Y | +251.7% | +243.0% | +8.7% | +26.8% |
| All | +251.7% | +246.2% | +5.5% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling