+74.6%
BA vs CNI
+129.7%
-55.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -1.2% | +0.9% | -2.0% | -1.8% |
| 30D | -11.3% | -2.1% | -9.2% | -10.0% |
| 3M | -3.8% | +1.8% | -5.6% | -5.7% |
| 6M | -8.3% | +14.8% | -23.1% | -17.9% |
| YTD | -4.9% | +25.4% | -30.3% | -21.0% |
| 1Y | -10.1% | +32.9% | -43.0% | -28.8% |
| 3Y | -2.3% | +20.2% | -22.5% | -19.3% |
| 5Y | -3.5% | +12.2% | -15.7% | -17.5% |
| 10Y | +74.6% | +136.0% | -61.4% | -8.4% |
| All | +74.6% | +129.7% | -55.2% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling