-4.7%
BAC vs CPB
-25.8%
+21.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | +1.5% | -5.8% | +7.3% | +1.6% |
| 30D | -6.4% | +16.5% | -22.9% | -6.4% |
| 3M | -21.7% | -1.1% | -20.6% | -21.6% |
| 6M | +0.5% | +11.5% | -11.0% | +0.4% |
| YTD | -6.7% | -15.7% | +9.1% | -7.6% |
| 1Y | -4.7% | -24.7% | +20.0% | -4.5% |
| All | -4.7% | -25.8% | +21.2% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling