+217.6%
BAC vs CFG
+216.2%
+1.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 7D | +3.2% | +3.2% | 0.0% | +1.1% |
| 30D | -0.7% | +5.1% | -5.9% | -4.0% |
| 3M | -20.0% | -11.2% | -8.7% | -13.5% |
| 6M | +3.4% | +9.6% | -6.1% | -3.1% |
| YTD | -5.7% | +15.0% | -20.7% | -14.8% |
| 1Y | -1.4% | +29.9% | -31.3% | -18.0% |
| 3Y | +97.9% | +192.1% | -94.2% | -7.0% |
| 5Y | +22.9% | +62.3% | -39.4% | -17.1% |
| All | +217.6% | +216.2% | +1.4% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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