+88.7%
BAC vs CP
+28.7%
+60.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -2.7% | +6.1% | -8.8% | -4.6% |
| 30D | -8.0% | +9.8% | -17.8% | -10.8% |
| 3M | -20.9% | +2.7% | -23.7% | -21.8% |
| 6M | -5.4% | +12.8% | -18.1% | -9.7% |
| YTD | -8.1% | +28.2% | -36.2% | -17.0% |
| 1Y | -3.1% | +34.1% | -37.2% | -14.1% |
| All | +88.7% | +28.7% | +60.1% | +63.8% |
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