+368.5%
BAC vs CFG
+396.4%
-27.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.1% | +1.5% | -0.4% | 0.0% |
| 30D | -0.4% | -3.8% | +3.4% | +2.2% |
| 3M | +16.9% | +11.5% | +5.4% | +8.2% |
| 6M | +26.6% | +19.2% | +7.4% | +11.9% |
| YTD | +15.8% | +23.7% | -7.9% | -0.6% |
| 1Y | +27.2% | +38.8% | -11.7% | +0.4% |
| 3Y | +132.4% | +178.9% | -46.5% | +10.1% |
| 5Y | +72.6% | +101.8% | -29.2% | -1.5% |
| 10Y | +389.7% | +317.3% | +72.5% | +46.1% |
| All | +368.5% | +396.4% | -27.8% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling