+22.6%
BAC vs CB
+107.6%
-85.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +3.2% | +2.9% | +0.3% | +1.9% |
| 30D | -0.7% | +7.3% | -8.0% | -3.9% |
| 3M | -20.0% | +9.4% | -29.4% | -23.4% |
| 6M | +3.4% | +19.6% | -16.2% | -5.9% |
| YTD | -5.7% | +21.5% | -27.2% | -15.3% |
| 1Y | -1.4% | +28.0% | -29.4% | -14.0% |
| 3Y | +97.9% | +74.9% | +23.0% | +39.1% |
| All | +22.6% | +107.6% | -85.0% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling