+217.6%
BAC vs CL
+88.0%
+129.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | +3.2% | +3.2% | 0.0% | +2.2% |
| 30D | -0.7% | +8.0% | -8.8% | -3.4% |
| 3M | -20.0% | +7.9% | -27.9% | -22.2% |
| 6M | +3.4% | +14.7% | -11.3% | -1.9% |
| YTD | -5.7% | +29.2% | -34.9% | -15.0% |
| 1Y | -1.4% | +29.5% | -31.0% | -11.3% |
| 3Y | +97.9% | +40.7% | +57.3% | +66.5% |
| 5Y | +22.9% | +43.9% | -20.9% | +1.1% |
| All | +217.6% | +88.0% | +129.6% | +142.7% |
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