+251.7%
BAC vs CMS
+127.7%
+124.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | +2.0% | -0.9% | +2.9% | +2.3% |
| 30D | -6.9% | +7.1% | -14.0% | -9.3% |
| 3M | -19.6% | -1.3% | -18.3% | -19.3% |
| 6M | -0.5% | -2.7% | +2.2% | +0.2% |
| YTD | -6.6% | +2.6% | -9.2% | -8.3% |
| 1Y | -3.0% | -2.0% | -1.0% | -3.0% |
| 3Y | +97.3% | +39.6% | +57.7% | +69.7% |
| 5Y | +21.9% | +35.3% | -13.5% | +4.4% |
| 10Y | +251.7% | +132.3% | +119.3% | +274.4% |
| All | +251.7% | +127.7% | +124.0% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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