+97.3%
BAC vs CB
+71.0%
+26.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +2.0% | -1.5% | +3.5% | +2.4% |
| 30D | -6.9% | +6.5% | -13.5% | -8.3% |
| 3M | -19.6% | +4.1% | -23.6% | -20.3% |
| 6M | -0.5% | +14.4% | -14.9% | -4.2% |
| YTD | -6.6% | +17.5% | -24.1% | -11.0% |
| 1Y | -3.0% | +27.5% | -30.5% | -9.8% |
| 3Y | +97.3% | +71.6% | +25.7% | +90.0% |
| All | +97.3% | +71.0% | +26.3% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling