+269.4%
BAC vs CFG
+347.0%
-77.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -1.2% | -0.9% | -0.3% | -0.6% |
| 30D | -7.7% | +1.1% | -8.7% | -8.3% |
| 3M | -21.2% | -12.0% | -9.2% | -14.2% |
| 6M | -6.8% | -2.2% | -4.6% | -5.9% |
| YTD | -8.7% | +11.4% | -20.1% | -15.9% |
| 1Y | -5.3% | +27.8% | -33.1% | -20.7% |
| 3Y | +87.4% | +173.3% | -85.9% | -9.6% |
| 5Y | +18.9% | +62.4% | -43.5% | -21.0% |
| 10Y | +273.3% | +249.6% | +23.7% | +26.8% |
| All | +269.4% | +347.0% | -77.6% | +5.8% |
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 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