+20.6%
BAC vs CMS
+34.1%
-13.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.9% | -1.1% | -0.7% | -1.5% |
| 30D | -7.2% | +6.6% | -13.7% | -8.8% |
| 3M | -20.4% | +0.8% | -21.2% | -20.6% |
| 6M | +1.3% | -3.3% | +4.6% | +2.0% |
| YTD | -6.4% | +2.7% | -9.1% | -7.9% |
| 1Y | -3.5% | -4.0% | +0.5% | -3.0% |
| 3Y | +96.7% | +37.6% | +59.1% | +72.6% |
| 5Y | +20.6% | +35.4% | -14.9% | +5.8% |
| All | +20.6% | +34.1% | -13.5% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling