-1.5%
BAC vs CMI
+10.9%
-12.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.8% | +9.7% | +4.9% |
| 7D | +1.5% | -11.2% | +12.7% | +3.6% |
| 30D | -4.4% | -9.8% | +5.5% | -2.7% |
| 3M | -17.5% | -25.5% | +8.0% | -13.3% |
| 6M | -0.1% | -27.7% | +27.6% | +4.4% |
| YTD | -4.6% | -6.6% | +2.0% | -9.1% |
| 1Y | -1.5% | +11.7% | -13.2% | -12.6% |
| All | -1.5% | +10.9% | -12.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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