+74.6%
BA vs CNC
+90.3%
-15.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -1.2% | -4.9% | +3.7% | 0.0% |
| 30D | -11.3% | -3.8% | -7.6% | -10.6% |
| 3M | -3.8% | -3.2% | -0.5% | -3.5% |
| 6M | -8.3% | +47.9% | -56.1% | -18.2% |
| YTD | -4.9% | +55.7% | -60.6% | -16.9% |
| 1Y | -10.1% | +106.2% | -116.3% | -28.0% |
| 3Y | -2.3% | -2.1% | -0.2% | -10.2% |
| 5Y | -3.5% | +3.4% | -6.9% | -15.9% |
| 10Y | +74.6% | +91.7% | -17.1% | +42.2% |
| All | +74.6% | +90.3% | -15.7% | +42.2% |
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