+217.6%
BAC vs CMS
+140.2%
+77.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | +3.2% | +1.7% | +1.5% | +2.6% |
| 30D | -0.7% | +6.2% | -6.9% | -2.9% |
| 3M | -20.0% | +0.6% | -20.6% | -20.2% |
| 6M | +3.4% | -1.8% | +5.2% | +3.7% |
| YTD | -5.7% | +3.8% | -9.6% | -7.8% |
| 1Y | -1.4% | -1.8% | +0.3% | -1.6% |
| 3Y | +97.9% | +39.8% | +58.1% | +70.0% |
| 5Y | +22.9% | +37.1% | -14.2% | +4.6% |
| All | +217.6% | +140.2% | +77.4% | +230.2% |
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