+233.0%
BAC vs CP
+251.7%
-18.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -0.7% | -1.2% | -1.4% |
| 30D | -7.2% | +9.6% | -16.8% | -12.3% |
| 3M | -20.4% | +2.2% | -22.7% | -21.8% |
| 6M | +1.3% | +11.1% | -9.8% | -6.0% |
| YTD | -6.4% | +28.2% | -34.6% | -21.4% |
| 1Y | -3.5% | +32.2% | -35.7% | -20.6% |
| 3Y | +96.7% | +35.5% | +61.2% | +53.3% |
| 5Y | +20.6% | +26.8% | -6.2% | -4.1% |
| 10Y | +233.0% | +256.9% | -23.9% | +30.7% |
| All | +233.0% | +251.7% | -18.7% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling