+77.3%
BAC vs CMG
+3,820.0%
-3,742.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.2% | +2.5% | +0.8% | +2.4% |
| 30D | -0.7% | +15.6% | -16.3% | -5.7% |
| 3M | -20.0% | +8.2% | -28.2% | -22.8% |
| 6M | +3.4% | +9.9% | -6.4% | -2.1% |
| YTD | -5.7% | -4.6% | -1.1% | -6.8% |
| 1Y | -1.4% | +12.4% | -13.9% | -8.0% |
| 3Y | +97.9% | -18.0% | +115.9% | +96.8% |
| 5Y | +22.9% | -5.3% | +28.2% | +12.3% |
| 10Y | +235.3% | +344.2% | -108.9% | +53.0% |
| All | +77.3% | +3,820.0% | -3,742.7% | -70.7% |
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