+157.5%
BAC vs CSGP
+3,461.1%
-3,303.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.2% |
| 7D | -2.7% | +13.9% | -16.6% | -6.1% |
| 30D | -8.0% | +16.0% | -24.0% | -12.3% |
| 3M | -20.9% | +6.1% | -27.0% | -23.2% |
| 6M | -5.4% | -8.2% | +2.8% | -5.3% |
| YTD | -8.1% | -52.3% | +44.3% | +8.0% |
| 1Y | -3.1% | -54.5% | +51.4% | +15.1% |
| 3Y | +88.1% | -58.6% | +146.7% | +125.1% |
| 5Y | +19.7% | -61.5% | +81.2% | +42.6% |
| 10Y | +275.9% | +74.7% | +201.2% | +196.1% |
| All | +157.5% | +3,461.1% | -3,303.6% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling