+391.9%
BAC vs CMI
+509.0%
-117.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.8% |
| 30D | -1.8% | -12.8% | +11.0% | +6.4% |
| 3M | +15.3% | -12.4% | +27.7% | +22.9% |
| 6M | +30.2% | -0.9% | +31.0% | +25.6% |
| YTD | +15.6% | +8.9% | +6.7% | +3.4% |
| 1Y | +27.5% | +37.7% | -10.2% | -3.8% |
| 3Y | +137.0% | +148.9% | -11.8% | +13.3% |
| 5Y | +75.6% | +164.4% | -88.8% | -21.6% |
| All | +391.9% | +509.0% | -117.2% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling