-10.6%
BA vs CNC
+122.0%
-132.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.6% | -10.5% | +1.3% |
| 7D | +5.9% | +13.4% | -7.5% | +5.0% |
| 30D | -8.2% | +18.2% | -26.4% | -9.3% |
| 3M | -25.4% | +18.6% | -44.0% | -26.3% |
| 6M | -20.0% | +41.9% | -61.9% | -22.3% |
| YTD | -18.5% | +84.7% | -103.2% | -23.4% |
| 1Y | -10.6% | +110.5% | -121.1% | -18.5% |
| All | -10.6% | +122.0% | -132.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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