+19.7%
BAC vs CSGP
-62.1%
+81.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.3% |
| 7D | -2.7% | +13.9% | -16.6% | -5.3% |
| 30D | -8.0% | +16.0% | -24.0% | -11.5% |
| 3M | -20.9% | +6.1% | -27.0% | -22.7% |
| 6M | -5.4% | -8.2% | +2.8% | -4.8% |
| YTD | -8.1% | -52.3% | +44.3% | +8.0% |
| 1Y | -3.1% | -54.5% | +51.4% | +15.2% |
| 3Y | +88.1% | -58.6% | +146.7% | +124.8% |
| 5Y | +19.7% | -61.5% | +81.2% | +43.2% |
| All | +19.7% | -62.1% | +81.8% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling