+399.1%
BAC vs CP
+222.0%
+177.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +1.1% | -2.7% | +3.8% | +2.7% |
| 30D | -0.4% | +0.2% | -0.6% | -0.7% |
| 3M | +16.9% | +2.6% | +14.3% | +14.4% |
| 6M | +26.6% | +6.0% | +20.6% | +20.8% |
| YTD | +15.8% | +24.9% | -9.1% | -0.9% |
| 1Y | +27.2% | +20.1% | +7.1% | +11.2% |
| 3Y | +132.4% | +16.4% | +116.0% | +101.5% |
| 5Y | +72.6% | +31.7% | +40.8% | +33.5% |
| All | +399.1% | +222.0% | +177.1% | +114.7% |
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