+18.0%
BAC vs CG
-22.2%
+40.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.2% | -1.2% | 0.0% | -0.7% |
| 30D | -7.7% | +5.0% | -12.7% | -9.5% |
| 3M | -21.2% | -18.2% | -3.0% | -15.2% |
| 6M | -6.8% | -20.7% | +13.9% | +0.9% |
| YTD | -8.7% | -31.4% | +22.7% | +4.0% |
| 1Y | -5.3% | -22.3% | +17.0% | +2.3% |
| 3Y | +87.4% | +50.2% | +37.3% | +49.6% |
| All | +18.0% | -22.2% | +40.2% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling