+97.3%
BAC vs CP
+30.2%
+67.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.6% |
| 7D | +2.0% | +2.8% | -0.8% | +1.1% |
| 30D | -6.9% | +11.3% | -18.3% | -10.2% |
| 3M | -19.6% | +2.9% | -22.4% | -20.5% |
| 6M | -0.5% | +9.8% | -10.2% | -4.1% |
| YTD | -6.6% | +28.5% | -35.1% | -15.7% |
| 1Y | -3.0% | +33.5% | -36.5% | -13.7% |
| 3Y | +97.3% | +31.9% | +65.4% | +70.0% |
| All | +97.3% | +30.2% | +67.1% | +70.0% |
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