+702.0%
BAC vs CG
+281.3%
+420.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.7% |
| 3M | -21.2% | -18.2% | -3.0% | -14.7% |
| 6M | -6.8% | -20.7% | +13.9% | +1.5% |
| YTD | -8.7% | -31.4% | +22.7% | +4.9% |
| 1Y | -5.3% | -22.3% | +17.0% | +2.9% |
| 3Y | +87.4% | +50.2% | +37.3% | +46.4% |
| 5Y | +18.9% | -22.1% | +41.0% | +17.9% |
| 10Y | +273.3% | +295.5% | -22.2% | +82.3% |
| All | +702.0% | +281.3% | +420.7% | +270.0% |
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