+1,072.4%
BAC vs CL
+5,456.9%
-4,384.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.6% | -3.6% |
| 7D | -2.7% | +5.9% | -8.6% | -5.2% |
| 30D | -8.0% | +13.8% | -21.8% | -13.3% |
| 3M | -20.9% | +6.4% | -27.3% | -23.3% |
| 6M | -5.4% | +15.6% | -21.0% | -12.0% |
| YTD | -8.1% | +27.9% | -36.0% | -18.9% |
| 1Y | -3.1% | +31.4% | -34.5% | -15.7% |
| 3Y | +88.1% | +41.4% | +46.8% | +54.6% |
| 5Y | +19.7% | +42.8% | -23.1% | -3.1% |
| 10Y | +275.9% | +79.7% | +196.2% | +166.2% |
| All | +1,072.4% | +5,456.9% | -4,384.5% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling