-21.9%
BA vs CNI
+6.5%
-28.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.9% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | -9.5% | +8.0% | -17.4% | -13.4% |
| 3M | -26.5% | +1.0% | -27.5% | -27.1% |
| 6M | -27.4% | +15.2% | -42.6% | -33.6% |
| YTD | -20.6% | +30.9% | -51.5% | -33.1% |
| 1Y | -11.4% | +36.2% | -47.6% | -27.2% |
| 3Y | -10.8% | +22.6% | -33.4% | -24.1% |
| 5Y | -21.9% | +6.4% | -28.3% | -27.3% |
| All | -21.9% | +6.5% | -28.5% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling