+251.7%
BAC vs CL
+76.2%
+175.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.8% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | -6.9% | +11.6% | -18.5% | -10.4% |
| 3M | -19.6% | +5.6% | -25.2% | -21.2% |
| 6M | -0.5% | +13.2% | -13.6% | -5.0% |
| YTD | -6.6% | +26.9% | -33.5% | -15.1% |
| 1Y | -3.0% | +27.3% | -30.3% | -12.0% |
| 3Y | +97.3% | +39.7% | +57.6% | +66.9% |
| 5Y | +21.9% | +41.3% | -19.4% | +1.4% |
| 10Y | +251.7% | +76.3% | +175.4% | +166.8% |
| All | +251.7% | +76.2% | +175.5% | +166.8% |
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