+22.6%
BAC vs CPB
-33.2%
+55.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.8% |
| 7D | +3.2% | -1.6% | +4.8% | +3.4% |
| 30D | -0.7% | +19.2% | -19.9% | -2.0% |
| 3M | -20.0% | -1.0% | -19.0% | -20.0% |
| 6M | +3.4% | +15.2% | -11.8% | +2.0% |
| YTD | -5.7% | -13.1% | +7.3% | -4.9% |
| 1Y | -1.4% | -22.4% | +21.0% | +0.6% |
| 3Y | +97.9% | -35.3% | +133.2% | +104.2% |
| All | +22.6% | -33.2% | +55.8% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling