+396.6%
BAC vs CF
+569.3%
-172.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.9% |
| 7D | +1.1% | +6.0% | -4.9% | -0.8% |
| 30D | -0.4% | +14.8% | -15.2% | -4.8% |
| 3M | +16.9% | +14.1% | +2.8% | +11.4% |
| 6M | +26.6% | +28.5% | -1.9% | +12.9% |
| YTD | +15.8% | +74.9% | -59.2% | -7.6% |
| 1Y | +27.2% | +61.7% | -34.5% | +3.7% |
| 3Y | +132.4% | +80.3% | +52.1% | +75.3% |
| 5Y | +72.6% | +226.0% | -153.4% | -8.5% |
| All | +396.6% | +569.3% | -172.8% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling