+167.2%
BAC vs CSGP
+3,520.0%
-3,352.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | -0.1% | +2.9% |
| 7D | +1.5% | +18.3% | -16.8% | -3.0% |
| 30D | -4.4% | +17.8% | -22.2% | -9.2% |
| 3M | -17.5% | +9.3% | -26.8% | -20.5% |
| 6M | -0.1% | -7.9% | +7.9% | 0.0% |
| YTD | -4.6% | -51.5% | +46.9% | +11.6% |
| 1Y | -1.5% | -53.3% | +51.8% | +16.1% |
| 3Y | +95.2% | -57.9% | +153.1% | +132.6% |
| 5Y | +23.3% | -61.3% | +84.6% | +46.7% |
| 10Y | +290.0% | +77.5% | +212.4% | +205.9% |
| All | +167.2% | +3,520.0% | -3,352.9% | +7.9% |
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