+251.7%
BAC vs CPB
-39.9%
+291.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.4% |
| 7D | +2.0% | +3.3% | -1.3% | +1.6% |
| 30D | -6.9% | +19.0% | -25.9% | -8.8% |
| 3M | -19.6% | +0.4% | -20.0% | -19.8% |
| 6M | -0.5% | +13.0% | -13.4% | -2.2% |
| YTD | -6.6% | -12.7% | +6.1% | -5.6% |
| 1Y | -3.0% | -20.9% | +17.9% | -0.7% |
| 3Y | +97.3% | -35.4% | +132.7% | +105.5% |
| 5Y | +21.9% | -32.3% | +54.1% | +25.3% |
| 10Y | +251.7% | -40.5% | +292.2% | +280.3% |
| All | +251.7% | -39.9% | +291.6% | +280.3% |
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