+773.6%
BAC vs CB
+7,167.0%
-6,393.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | -2.7% | +2.6% | -5.3% | -4.1% |
| 30D | -8.0% | +11.2% | -19.2% | -13.4% |
| 3M | -20.9% | +5.7% | -26.7% | -23.6% |
| 6M | -5.4% | +15.9% | -21.3% | -13.6% |
| YTD | -8.1% | +20.2% | -28.2% | -18.2% |
| 1Y | -3.1% | +32.4% | -35.5% | -18.4% |
| 3Y | +88.1% | +75.5% | +12.6% | +32.4% |
| 5Y | +19.7% | +105.5% | -85.8% | -23.4% |
| 10Y | +275.9% | +258.5% | +17.3% | +77.1% |
| All | +773.6% | +7,167.0% | -6,393.4% | +83.5% |
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 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