+26.8%
BA vs CNC
+155.3%
-128.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.4% | -7.3% | +5.9% | +0.4% |
| 30D | -7.9% | +5.2% | -13.1% | -9.4% |
| 3M | -25.2% | +8.6% | -33.8% | -27.1% |
| 6M | -26.7% | +25.1% | -51.8% | -31.6% |
| YTD | -19.6% | +71.3% | -90.9% | -32.2% |
| 1Y | -10.6% | +99.3% | -109.9% | -27.7% |
| 3Y | -11.2% | -1.9% | -9.3% | -17.9% |
| 5Y | -20.4% | -6.4% | -14.1% | -27.2% |
| 10Y | +26.8% | +178.1% | -151.4% | -1.3% |
| All | +26.8% | +155.3% | -128.5% | -1.3% |
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