+117.8%
BAC vs CMG
+4,006.7%
-3,888.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.5% |
| 7D | +1.1% | -2.8% | +3.9% | +2.0% |
| 30D | -0.4% | +7.1% | -7.5% | -2.9% |
| 3M | +16.9% | +31.2% | -14.3% | +5.2% |
| 6M | +26.6% | +0.7% | +25.9% | +24.1% |
| YTD | +15.8% | -0.1% | +15.9% | +13.6% |
| 1Y | +27.2% | -10.7% | +37.9% | +27.9% |
| 3Y | +132.4% | -4.7% | +137.1% | +120.5% |
| 5Y | +72.6% | -3.8% | +76.3% | +57.9% |
| 10Y | +389.7% | +352.5% | +37.2% | +122.7% |
| All | +117.8% | +4,006.7% | -3,888.9% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling