+28.8%
BAC vs CG
-26.2%
+55.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | +1.2% | -1.3% | +2.4% | +1.5% |
| 30D | -0.7% | -3.2% | +2.4% | -0.1% |
| 3M | +16.9% | +6.2% | +10.7% | +14.2% |
| 6M | +29.6% | -4.7% | +34.3% | +30.2% |
| YTD | +15.3% | -20.6% | +35.9% | +22.1% |
| 1Y | +28.8% | -26.4% | +55.2% | +38.5% |
| All | +28.8% | -26.2% | +55.0% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling