+263.2%
BAC vs CP
+253.8%
+9.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.4% |
| 7D | -1.2% | +2.8% | -4.0% | -2.8% |
| 30D | -7.7% | +10.2% | -17.9% | -13.1% |
| 3M | -21.2% | +2.4% | -23.5% | -22.6% |
| 6M | -6.8% | +7.7% | -14.5% | -11.9% |
| YTD | -8.7% | +26.0% | -34.7% | -22.6% |
| 1Y | -5.3% | +34.6% | -39.9% | -23.1% |
| 3Y | +87.4% | +26.7% | +60.8% | +52.8% |
| 5Y | +18.9% | +24.9% | -6.0% | -4.6% |
| All | +263.2% | +253.8% | +9.4% | +45.6% |
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