+391.9%
BAC vs CMG
+326.7%
+65.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -0.3% | -3.8% | +3.6% | +0.6% |
| 30D | -1.8% | +12.9% | -14.7% | -4.4% |
| 3M | +15.3% | +18.8% | -3.5% | +10.1% |
| 6M | +30.2% | +4.1% | +26.1% | +27.7% |
| YTD | +15.6% | -2.4% | +17.9% | +14.9% |
| 1Y | +27.5% | -6.7% | +34.1% | +26.9% |
| 3Y | +137.0% | -7.1% | +144.2% | +131.3% |
| 5Y | +75.6% | -5.0% | +80.6% | +66.3% |
| All | +391.9% | +326.7% | +65.2% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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