-0.3%
BA vs CNC
+1.4%
-1.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.4% |
| 7D | +2.5% | -1.0% | +3.5% | +2.6% |
| 30D | -10.1% | -1.8% | -8.3% | -10.0% |
| 3M | -2.4% | -0.7% | -1.7% | -2.5% |
| 6M | -8.8% | +47.9% | -56.8% | -13.1% |
| YTD | -2.9% | +56.9% | -59.9% | -8.2% |
| 1Y | -8.8% | +123.9% | -132.7% | -17.5% |
| 3Y | -0.3% | -1.3% | +1.0% | -3.5% |
| 5Y | -0.3% | +2.8% | -3.1% | -3.7% |
| All | -0.3% | +1.4% | -1.7% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling