+917.2%
BAC vs CG
+351.2%
+566.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.6% |
| 7D | +1.1% | -4.3% | +5.4% | +3.0% |
| 30D | -0.4% | -5.1% | +4.7% | +1.5% |
| 3M | +16.9% | +8.7% | +8.2% | +11.9% |
| 6M | +26.6% | -9.2% | +35.8% | +30.2% |
| YTD | +15.8% | -18.9% | +34.7% | +24.2% |
| 1Y | +27.2% | -25.6% | +52.8% | +40.8% |
| 3Y | +132.4% | +57.3% | +75.1% | +78.4% |
| 5Y | +72.6% | +10.2% | +62.4% | +46.9% |
| 10Y | +389.7% | +364.2% | +25.5% | +123.7% |
| All | +917.2% | +351.2% | +566.0% | +338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling