+224.3%
BAC vs CSGP
+3,334.4%
-3,110.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.6% |
| 7D | +1.1% | -4.1% | +5.2% | +2.2% |
| 30D | -0.4% | +2.3% | -2.7% | -1.3% |
| 3M | +16.9% | -8.2% | +25.1% | +18.4% |
| 6M | +26.6% | -35.1% | +61.7% | +39.8% |
| YTD | +15.8% | -54.0% | +69.8% | +38.7% |
| 1Y | +27.2% | -65.3% | +92.5% | +63.6% |
| 3Y | +132.4% | -62.6% | +195.0% | +188.2% |
| 5Y | +72.6% | -64.8% | +137.4% | +112.3% |
| 10Y | +389.7% | +45.1% | +344.7% | +307.9% |
| All | +224.3% | +3,334.4% | -3,110.1% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded CSGP 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling