+66.6%
CSCO vs BAC
+28.0%
+38.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -0.5% | +1.2% | -1.7% | -0.9% |
| 30D | -10.1% | -0.7% | -9.4% | -9.8% |
| 3M | -11.7% | +16.9% | -28.7% | -15.9% |
| 6M | +40.1% | +29.6% | +10.5% | +27.9% |
| YTD | +43.8% | +15.3% | +28.5% | +36.6% |
| 1Y | +66.6% | +28.8% | +37.8% | +52.2% |
| All | +66.6% | +28.0% | +38.7% | +52.2% |
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