+263.2%
BAC vs CL
+74.1%
+189.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | -1.2% | +1.3% | -2.5% | -1.6% |
| 30D | -7.7% | +11.4% | -19.0% | -11.0% |
| 3M | -21.2% | +4.4% | -25.6% | -22.4% |
| 6M | -6.8% | +10.8% | -17.6% | -10.5% |
| YTD | -8.7% | +25.1% | -33.8% | -16.5% |
| 1Y | -5.3% | +28.0% | -33.2% | -14.2% |
| 3Y | +87.4% | +37.6% | +49.8% | +59.7% |
| 5Y | +18.9% | +39.7% | -20.8% | -0.6% |
| All | +263.2% | +74.1% | +189.1% | +175.0% |
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