+391.8%
BAC vs CFG
+313.6%
+78.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.3% |
| 7D | +1.2% | +2.7% | -1.5% | -0.6% |
| 30D | -0.7% | -3.7% | +3.0% | +1.7% |
| 3M | +16.9% | +9.5% | +7.5% | +9.7% |
| 6M | +29.6% | +22.2% | +7.3% | +12.9% |
| YTD | +15.3% | +22.3% | -7.1% | 0.0% |
| 1Y | +28.8% | +39.4% | -10.6% | +1.9% |
| 3Y | +136.4% | +188.5% | -52.1% | +11.3% |
| 5Y | +72.9% | +101.5% | -28.6% | +0.1% |
| 10Y | +391.8% | +308.6% | +83.1% | +53.8% |
| All | +391.8% | +313.6% | +78.2% | +53.8% |
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