+73.1%
BAC vs CNC
+2.3%
+70.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.5% |
| 7D | +0.6% | -4.9% | +5.5% | +1.1% |
| 30D | -1.4% | -3.8% | +2.4% | -1.0% |
| 3M | +15.7% | -3.2% | +19.0% | +15.9% |
| 6M | +32.2% | +47.9% | -15.7% | +26.8% |
| YTD | +15.8% | +55.7% | -39.9% | +10.3% |
| 1Y | +27.3% | +106.2% | -79.0% | +17.0% |
| 3Y | +137.5% | -2.1% | +139.5% | +131.7% |
| 5Y | +73.1% | +3.4% | +69.7% | +60.5% |
| All | +73.1% | +2.3% | +70.8% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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