+73.1%
BAC vs CMI
+165.6%
-92.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +1.0% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -1.4% | -12.3% | +10.9% | +4.5% |
| 3M | +15.7% | -16.8% | +32.5% | +24.4% |
| 6M | +32.2% | +1.5% | +30.7% | +26.6% |
| YTD | +15.8% | +9.8% | +6.0% | +5.0% |
| 1Y | +27.3% | +42.6% | -15.3% | -1.4% |
| 3Y | +137.5% | +151.0% | -13.5% | +25.7% |
| 5Y | +73.1% | +167.0% | -94.0% | -15.0% |
| All | +73.1% | +165.6% | -92.5% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling