+87.4%
BAC vs CMS
+35.4%
+52.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -7.7% | +6.3% | -14.0% | -8.9% |
| 3M | -21.2% | -2.1% | -19.1% | -20.8% |
| 6M | -6.8% | -5.1% | -1.8% | -6.0% |
| YTD | -8.7% | +1.3% | -10.0% | -10.0% |
| 1Y | -5.3% | -1.4% | -3.9% | -5.9% |
| 3Y | +87.4% | +36.9% | +50.5% | +54.4% |
| All | +87.4% | +35.4% | +52.1% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling