+87.4%
BAC vs CPB
-36.0%
+123.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.2% | +8.0% | -9.2% | -1.5% |
| 30D | -7.7% | +22.4% | -30.0% | -8.4% |
| 3M | -21.2% | +2.5% | -23.7% | -21.2% |
| 6M | -6.8% | +12.2% | -19.1% | -7.4% |
| YTD | -8.7% | -12.8% | +4.1% | -8.3% |
| 1Y | -5.3% | -19.2% | +13.9% | -4.4% |
| 3Y | +87.4% | -35.6% | +123.0% | +93.3% |
| All | +87.4% | -36.0% | +123.4% | +93.3% |
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 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