+263.2%
BAC vs CSGP
+63.3%
+199.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | +0.7% |
| 7D | -1.2% | +1.3% | -2.4% | -1.6% |
| 30D | -7.7% | +10.7% | -18.3% | -11.4% |
| 3M | -21.2% | +3.3% | -24.4% | -23.2% |
| 6M | -6.8% | -10.3% | +3.5% | -6.0% |
| YTD | -8.7% | -54.6% | +45.9% | +13.1% |
| 1Y | -5.3% | -54.6% | +49.4% | +17.2% |
| 3Y | +87.4% | -60.3% | +147.8% | +136.2% |
| 5Y | +18.9% | -63.3% | +82.2% | +49.7% |
| All | +263.2% | +63.3% | +199.9% | +169.4% |
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