-3.1%
BAC vs CSGP
-53.9%
+50.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.6% |
| 7D | -2.7% | +13.9% | -16.6% | -3.0% |
| 30D | -8.0% | +16.0% | -24.0% | -8.5% |
| 3M | -20.9% | +6.1% | -27.0% | -21.1% |
| 6M | -5.4% | -8.2% | +2.8% | -4.9% |
| YTD | -8.1% | -52.3% | +44.3% | -5.1% |
| 1Y | -3.1% | -54.5% | +51.4% | +0.8% |
| All | -3.1% | -53.9% | +50.8% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling