+71.4%
BAC vs CB
+99.7%
-28.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.8% |
| 7D | +1.1% | +0.5% | +0.6% | +0.8% |
| 30D | -0.4% | -3.1% | +2.7% | +1.0% |
| 3M | +16.9% | +9.0% | +8.0% | +11.3% |
| 6M | +26.6% | +2.9% | +23.8% | +24.0% |
| YTD | +15.8% | +10.1% | +5.7% | +9.1% |
| 1Y | +27.2% | +22.8% | +4.4% | +12.7% |
| 3Y | +132.4% | +73.8% | +58.6% | +61.1% |
| All | +71.4% | +99.7% | -28.3% | +7.9% |
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