+23.3%
BA vs CNC
+177.3%
-154.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.4% |
| 7D | -1.1% | +2.2% | -3.3% | -1.6% |
| 30D | -7.1% | +1.6% | -8.7% | -7.8% |
| 3M | -25.5% | +7.9% | -33.5% | -27.4% |
| 6M | -28.7% | +21.2% | -49.9% | -32.9% |
| YTD | -21.0% | +73.2% | -94.2% | -33.5% |
| 1Y | -11.9% | +97.5% | -109.3% | -28.6% |
| 3Y | -16.2% | -1.2% | -14.9% | -22.6% |
| 5Y | -22.4% | -6.1% | -16.3% | -28.9% |
| All | +23.3% | +177.3% | -154.0% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling