+1,376.8%
BAC vs CMS
+457.8%
+919.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -0.4% | -3.6% | +3.2% | +0.8% |
| 3M | +16.9% | -1.9% | +18.8% | +17.5% |
| 6M | +26.6% | -11.0% | +37.6% | +31.2% |
| YTD | +15.8% | +0.2% | +15.6% | +15.1% |
| 1Y | +27.2% | -1.3% | +28.5% | +26.9% |
| 3Y | +132.4% | +35.9% | +96.5% | +106.2% |
| 5Y | +72.6% | +23.1% | +49.5% | +56.5% |
| 10Y | +389.7% | +117.9% | +271.8% | +260.2% |
| All | +1,376.8% | +457.8% | +919.0% | +618.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling