+91.5%
CSCO vs BAC
+22.0%
+69.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.3% | -6.6% |
| 7D | +1.9% | +3.2% | -1.3% | +0.7% |
| 30D | -15.8% | -0.7% | -15.1% | -15.6% |
| 3M | -15.4% | -20.0% | +4.6% | -8.2% |
| 6M | -5.4% | +3.4% | -8.8% | -6.6% |
| YTD | +26.5% | -5.7% | +32.2% | +28.7% |
| 1Y | +25.9% | -1.4% | +27.3% | +26.0% |
| 3Y | +97.5% | +97.9% | -0.4% | +50.7% |
| All | +91.5% | +22.0% | +69.5% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling