+391.8%
BAC vs CPB
-45.7%
+437.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.7% |
| 7D | +1.2% | -8.2% | +9.4% | +2.1% |
| 30D | -0.7% | -5.6% | +4.9% | -0.2% |
| 3M | +16.9% | +3.0% | +14.0% | +16.2% |
| 6M | +29.6% | -12.7% | +42.3% | +31.2% |
| YTD | +15.3% | -18.0% | +33.2% | +17.4% |
| 1Y | +28.8% | -31.7% | +60.6% | +34.2% |
| 3Y | +136.4% | -41.0% | +177.3% | +149.1% |
| 5Y | +72.9% | -38.4% | +111.3% | +80.0% |
| 10Y | +391.8% | -45.0% | +436.7% | +423.0% |
| All | +391.8% | -45.7% | +437.4% | +423.0% |
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