+97.9%
BAC vs CG
+46.4%
+51.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | +3.2% | +0.2% | +3.1% | +3.0% |
| 30D | -0.7% | +11.2% | -11.9% | -4.9% |
| 3M | -20.0% | -22.1% | +2.1% | -12.3% |
| 6M | +3.4% | -17.9% | +21.3% | +10.3% |
| YTD | -5.7% | -31.3% | +25.5% | +7.3% |
| 1Y | -1.4% | -24.0% | +22.5% | +7.2% |
| 3Y | +97.9% | +45.0% | +52.9% | +53.6% |
| All | +97.9% | +46.4% | +51.5% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling