-3.4%
BAC vs CL
+27.9%
-31.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.3% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | -6.9% | +11.6% | -18.5% | -6.9% |
| 3M | -19.6% | +5.6% | -25.2% | -19.4% |
| 6M | -0.5% | +13.2% | -13.6% | -0.5% |
| YTD | -6.6% | +26.9% | -33.5% | -7.7% |
| All | -3.4% | +27.9% | -31.3% | -4.5% |
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