+20.6%
BAC vs CB
+105.3%
-84.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | -1.9% | -1.0% | -0.8% | -1.4% |
| 30D | -7.2% | +7.3% | -14.5% | -10.2% |
| 3M | -20.4% | +7.0% | -27.4% | -23.0% |
| 6M | +1.3% | +16.3% | -15.1% | -6.6% |
| YTD | -6.4% | +19.7% | -26.1% | -15.3% |
| 1Y | -3.5% | +27.8% | -31.3% | -15.8% |
| 3Y | +96.7% | +72.0% | +24.7% | +39.4% |
| 5Y | +20.6% | +104.9% | -84.3% | -26.2% |
| All | +20.6% | +105.3% | -84.7% | -26.2% |
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