+1,000.4%
BAC vs CB
+6,559.4%
-5,559.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.0% |
| 7D | +1.1% | +0.5% | +0.6% | +0.8% |
| 30D | -0.4% | -3.1% | +2.7% | +1.3% |
| 3M | +16.9% | +9.0% | +8.0% | +10.7% |
| 6M | +26.6% | +2.9% | +23.8% | +23.6% |
| YTD | +15.8% | +10.1% | +5.7% | +8.5% |
| 1Y | +27.2% | +22.8% | +4.4% | +11.6% |
| 3Y | +132.4% | +73.8% | +58.6% | +64.4% |
| 5Y | +72.6% | +99.2% | -26.6% | +12.4% |
| 10Y | +389.7% | +218.2% | +171.5% | +146.7% |
| All | +1,000.4% | +6,559.4% | -5,559.0% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling