+396.6%
BAC vs CSGP
+45.2%
+351.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.7% |
| 7D | +1.1% | -4.1% | +5.2% | +2.3% |
| 30D | -0.4% | +2.3% | -2.7% | -1.5% |
| 3M | +16.9% | -8.2% | +25.1% | +18.7% |
| 6M | +26.6% | -35.1% | +61.7% | +42.8% |
| YTD | +15.8% | -54.0% | +69.8% | +44.5% |
| 1Y | +27.2% | -65.3% | +92.5% | +74.2% |
| 3Y | +132.4% | -62.6% | +195.0% | +202.1% |
| 5Y | +72.6% | -64.8% | +137.4% | +122.8% |
| All | +396.6% | +45.2% | +351.3% | +287.8% |
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