-22.1%
BA vs CNC
-5.9%
-16.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.1% |
| 7D | +1.1% | +1.9% | -0.8% | +0.8% |
| 30D | -7.9% | +7.3% | -15.2% | -8.7% |
| 3M | -25.3% | +8.6% | -33.9% | -26.1% |
| 6M | -24.6% | +26.0% | -50.6% | -26.6% |
| YTD | -20.1% | +69.5% | -89.6% | -25.1% |
| 1Y | -11.8% | +88.0% | -99.7% | -18.2% |
| 3Y | -10.1% | -2.9% | -7.2% | -11.2% |
| All | -22.1% | -5.9% | -16.2% | -25.6% |
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