+396.6%
BAC vs CL
+50.5%
+346.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +1.1% | -2.2% | +3.3% | +1.8% |
| 30D | -0.4% | -4.8% | +4.4% | +1.2% |
| 3M | +16.9% | +4.9% | +12.0% | +14.7% |
| 6M | +26.6% | -5.7% | +32.3% | +28.6% |
| YTD | +15.8% | +14.4% | +1.4% | +9.2% |
| 1Y | +27.2% | +8.7% | +18.4% | +22.0% |
| 3Y | +132.4% | +30.0% | +102.4% | +101.2% |
| 5Y | +72.6% | +28.4% | +44.2% | +48.5% |
| All | +396.6% | +50.5% | +346.1% | +303.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling