+135.1%
BAC vs CPB
-40.0%
+175.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.1% |
| 7D | +1.1% | -8.6% | +9.7% | +1.5% |
| 30D | -0.4% | -7.2% | +6.8% | -0.1% |
| 3M | +16.9% | +0.9% | +16.0% | +16.7% |
| 6M | +26.6% | -11.8% | +38.4% | +27.2% |
| YTD | +15.8% | -19.4% | +35.2% | +16.8% |
| 1Y | +27.2% | -30.4% | +57.5% | +29.6% |
| All | +135.1% | -40.0% | +175.1% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling