+40.5%
CSCO vs BAC
-4.3%
+44.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | +6.6% | +1.5% | +5.1% | +5.9% |
| 30D | -11.3% | -6.4% | -5.0% | -9.1% |
| 3M | -17.3% | -21.7% | +4.3% | -9.9% |
| 6M | +3.5% | +0.5% | +3.0% | +4.2% |
| YTD | +34.9% | -6.7% | +41.6% | +37.7% |
| 1Y | +40.5% | -4.7% | +45.1% | +43.2% |
| All | +40.5% | -4.3% | +44.8% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 1y: compounded portfolio wealth divided by compounded BAC 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…
1y analysis · Full analysis span regression · 6 months rolling