+71.4%
BAC vs CSGP
-64.7%
+136.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | 0.0% |
| 7D | +0.6% | -4.1% | +4.6% | +1.5% |
| 30D | -0.9% | +2.3% | -3.2% | -1.7% |
| 3M | +16.3% | -8.2% | +24.5% | +17.8% |
| 6M | +26.0% | -35.1% | +61.0% | +38.5% |
| YTD | +15.2% | -54.0% | +69.2% | +37.3% |
| 1Y | +26.5% | -65.3% | +91.8% | +63.0% |
| 3Y | +132.4% | -62.6% | +195.0% | +186.6% |
| All | +71.4% | -64.7% | +136.2% | +108.0% |
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 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