+217.6%
BAC vs CSGP
+65.8%
+151.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.8% | +0.2% |
| 7D | +3.2% | +1.3% | +1.9% | +2.8% |
| 30D | -0.7% | +2.8% | -3.5% | -2.4% |
| 3M | -20.0% | -6.3% | -13.7% | -19.5% |
| 6M | +3.4% | -3.2% | +6.6% | +1.9% |
| YTD | -5.7% | -54.0% | +48.2% | +16.2% |
| 1Y | -1.4% | -54.8% | +53.4% | +22.1% |
| 3Y | +97.9% | -60.6% | +158.5% | +150.0% |
| 5Y | +22.9% | -62.6% | +85.6% | +53.8% |
| All | +217.6% | +65.8% | +151.8% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling