+21.3%
BAC vs CP
+25.5%
-4.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +2.1% | +2.8% | -0.8% | +0.8% |
| 30D | -6.7% | +11.0% | -17.7% | -11.1% |
| 3M | -20.2% | +3.8% | -24.1% | -21.8% |
| 6M | -0.2% | +9.5% | -9.7% | -4.9% |
| YTD | -6.4% | +28.2% | -34.6% | -18.0% |
| 1Y | -3.1% | +33.0% | -36.1% | -16.7% |
| 3Y | +96.7% | +35.5% | +61.2% | +62.0% |
| 5Y | +21.3% | +25.8% | -4.5% | +2.0% |
| All | +21.3% | +25.5% | -4.2% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling