+214.5%
BAC vs CG
+274.5%
-60.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +1.6% |
| 7D | +1.5% | -1.5% | +3.0% | +2.1% |
| 30D | -6.4% | +5.7% | -12.1% | -9.0% |
| 3M | -21.7% | -17.9% | -3.8% | -15.1% |
| 6M | +0.5% | -20.2% | +20.7% | +9.6% |
| YTD | -6.7% | -32.0% | +25.3% | +8.3% |
| 1Y | -4.7% | -27.0% | +22.4% | +6.9% |
| 3Y | +96.1% | +42.8% | +53.3% | +52.6% |
| 5Y | +21.7% | -23.4% | +45.1% | +21.7% |
| All | +214.5% | +274.5% | -60.1% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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