+18.0%
BAC vs CSGP
-63.4%
+81.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | +0.3% |
| 7D | -1.2% | +1.3% | -2.4% | -1.5% |
| 30D | -7.7% | +10.7% | -18.3% | -10.3% |
| 3M | -21.2% | +3.3% | -24.4% | -22.6% |
| 6M | -6.8% | -10.3% | +3.5% | -6.0% |
| YTD | -8.7% | -54.6% | +45.9% | +8.3% |
| 1Y | -5.3% | -54.6% | +49.4% | +12.3% |
| 3Y | +87.4% | -60.3% | +147.8% | +125.8% |
| All | +18.0% | -63.4% | +81.4% | +42.5% |
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