+1,072.4%
BAC vs CP
+7,870.0%
-6,797.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | -2.7% | +6.1% | -8.8% | -5.9% |
| 30D | -8.0% | +9.8% | -17.8% | -12.8% |
| 3M | -20.9% | +2.7% | -23.7% | -22.4% |
| 6M | -5.4% | +12.8% | -18.1% | -12.3% |
| YTD | -8.1% | +28.2% | -36.2% | -21.3% |
| 1Y | -3.1% | +34.1% | -37.2% | -19.2% |
| 3Y | +88.1% | +28.9% | +59.3% | +56.7% |
| 5Y | +19.7% | +27.1% | -7.3% | -1.0% |
| 10Y | +275.9% | +264.8% | +11.1% | +71.2% |
| All | +1,072.4% | +7,870.0% | -6,797.6% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling