+607.5%
BA vs CNC
+5,764.6%
-5,157.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.7% |
| 7D | +1.1% | +1.9% | -0.8% | +0.5% |
| 30D | -7.9% | +7.3% | -15.2% | -9.4% |
| 3M | -25.3% | +8.6% | -33.9% | -26.9% |
| 6M | -24.6% | +26.0% | -50.6% | -28.6% |
| YTD | -20.1% | +69.5% | -89.6% | -29.5% |
| 1Y | -11.8% | +88.0% | -99.7% | -23.9% |
| 3Y | -10.1% | -2.9% | -7.2% | -15.9% |
| 5Y | -22.7% | -6.0% | -16.8% | -27.9% |
| 10Y | +35.1% | +126.4% | -91.3% | +5.3% |
| All | +607.5% | +5,764.6% | -5,157.1% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling