+201.7%
BAC vs CNC
+5,893.3%
-5,691.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | +3.2% | +2.2% | +1.0% | +2.6% |
| 30D | -0.7% | +1.6% | -2.3% | -1.4% |
| 3M | -20.0% | +7.9% | -27.9% | -22.0% |
| 6M | +3.4% | +21.2% | -17.8% | -2.7% |
| YTD | -5.7% | +73.2% | -78.9% | -21.0% |
| 1Y | -1.4% | +97.5% | -98.9% | -20.4% |
| 3Y | +97.9% | -1.2% | +99.1% | +79.0% |
| 5Y | +22.9% | -6.1% | +29.0% | +10.9% |
| 10Y | +235.3% | +181.3% | +54.1% | +111.5% |
| All | +201.7% | +5,893.3% | -5,691.6% | -8.9% |
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