+26.5%
BAC vs CL
+8.2%
+18.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | +0.6% | -2.2% | +2.8% | +0.6% |
| 30D | -0.9% | -4.8% | +3.9% | -0.8% |
| 3M | +16.3% | +4.9% | +11.4% | +16.2% |
| 6M | +26.0% | -5.7% | +31.7% | +24.9% |
| YTD | +15.2% | +14.4% | +0.8% | +13.9% |
| 1Y | +26.5% | +8.7% | +17.8% | +26.3% |
| All | +26.5% | +8.2% | +18.3% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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