+22.6%
BAC vs CNC
-5.8%
+28.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | +3.2% | +2.2% | +1.0% | +3.0% |
| 30D | -0.7% | +1.6% | -2.3% | -0.9% |
| 3M | -20.0% | +7.9% | -27.9% | -20.6% |
| 6M | +3.4% | +21.2% | -17.8% | +1.5% |
| YTD | -5.7% | +73.2% | -78.9% | -10.8% |
| 1Y | -1.4% | +97.5% | -98.9% | -7.9% |
| 3Y | +97.9% | -1.2% | +99.1% | +97.7% |
| All | +22.6% | -5.8% | +28.4% | +20.1% |
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