+766.0%
BA vs CNC
+5,537.6%
-4,771.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.1% |
| 7D | +1.2% | +3.5% | -2.4% | +0.5% |
| 30D | -11.6% | +0.1% | -11.7% | -11.7% |
| 3M | -2.4% | +6.9% | -9.3% | -4.0% |
| 6M | -6.6% | +49.0% | -55.6% | -14.7% |
| YTD | -2.2% | +62.9% | -65.2% | -12.7% |
| 1Y | -8.0% | +134.0% | -142.0% | -24.4% |
| 3Y | -5.0% | +9.4% | -14.4% | -13.2% |
| 5Y | -2.7% | +4.1% | -6.9% | -11.2% |
| 10Y | +75.9% | +95.4% | -19.5% | +41.1% |
| All | +766.0% | +5,537.6% | -4,771.5% | +309.0% |
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