+133.7%
BAC vs CF
+5,948.3%
-5,814.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +1.0% |
| 7D | +1.1% | +6.0% | -4.9% | -0.9% |
| 30D | -0.4% | +14.8% | -15.2% | -5.2% |
| 3M | +16.9% | +14.1% | +2.8% | +11.0% |
| 6M | +26.6% | +28.5% | -1.9% | +12.3% |
| YTD | +15.8% | +74.9% | -59.2% | -8.1% |
| 1Y | +27.2% | +61.7% | -34.5% | +3.2% |
| 3Y | +132.4% | +80.3% | +52.1% | +75.2% |
| 5Y | +72.6% | +226.0% | -153.4% | -2.4% |
| 10Y | +389.7% | +569.9% | -180.1% | +99.6% |
| All | +133.7% | +5,948.3% | -5,814.6% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded CF 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling