-10.6%
BA vs CNC
+102.9%
-113.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.4% | -7.3% | +5.9% | -0.9% |
| 30D | -7.9% | +5.2% | -13.1% | -8.3% |
| 3M | -25.2% | +8.6% | -33.8% | -25.7% |
| 6M | -26.7% | +25.1% | -51.8% | -28.2% |
| YTD | -19.6% | +71.3% | -90.9% | -24.8% |
| 1Y | -10.6% | +99.3% | -109.9% | -21.2% |
| All | -10.6% | +102.9% | -113.5% | -21.2% |
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 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