+233.0%
BAC vs CPB
-40.1%
+273.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -1.9% | -4.1% | +2.2% | -1.4% |
| 30D | -7.2% | +16.9% | -24.1% | -8.8% |
| 3M | -20.4% | -0.6% | -19.9% | -20.5% |
| 6M | +1.3% | +11.4% | -10.1% | -0.4% |
| YTD | -6.4% | -14.8% | +8.4% | -5.1% |
| 1Y | -3.5% | -24.8% | +21.3% | -0.6% |
| 3Y | +96.7% | -36.6% | +133.3% | +105.4% |
| 5Y | +20.6% | -33.3% | +53.9% | +24.2% |
| 10Y | +233.0% | -40.4% | +273.4% | +252.3% |
| All | +233.0% | -40.1% | +273.2% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling