+270.6%
BAC vs CNC
+5,537.6%
-5,266.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.3% |
| 7D | +1.1% | +3.5% | -2.4% | +0.2% |
| 30D | -0.4% | +0.1% | -0.5% | -0.5% |
| 3M | +16.9% | +6.9% | +10.0% | +14.3% |
| 6M | +26.6% | +49.0% | -22.4% | +11.8% |
| YTD | +15.8% | +62.9% | -47.1% | -0.9% |
| 1Y | +27.2% | +134.0% | -106.8% | -2.7% |
| 3Y | +132.4% | +9.4% | +123.0% | +103.9% |
| 5Y | +72.6% | +4.1% | +68.4% | +50.9% |
| 10Y | +389.7% | +95.4% | +294.3% | +238.7% |
| All | +270.6% | +5,537.6% | -5,266.9% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling