+88.7%
BAC vs CSGP
-58.5%
+147.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.4% |
| 7D | -2.7% | +13.9% | -16.6% | -4.5% |
| 30D | -8.0% | +16.0% | -24.0% | -10.5% |
| 3M | -20.9% | +6.1% | -27.0% | -22.2% |
| 6M | -5.4% | -8.2% | +2.8% | -4.6% |
| YTD | -8.1% | -52.3% | +44.3% | +5.7% |
| 1Y | -3.1% | -54.5% | +51.4% | +12.7% |
| All | +88.7% | -58.5% | +147.2% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling