+96.7%
BAC vs CP
+31.7%
+65.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +2.1% | +2.8% | -0.8% | +1.1% |
| 30D | -6.7% | +11.0% | -17.7% | -9.9% |
| 3M | -20.2% | +3.8% | -24.1% | -21.4% |
| 6M | -0.2% | +9.5% | -9.7% | -3.8% |
| YTD | -6.4% | +28.2% | -34.6% | -15.5% |
| 1Y | -3.1% | +33.0% | -36.1% | -13.9% |
| 3Y | +96.7% | +35.5% | +61.2% | +65.0% |
| All | +96.7% | +31.7% | +65.0% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling