-0.3%
BA vs CNI
+11.4%
-11.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +2.5% | +2.5% | 0.0% | +1.1% |
| 30D | -10.1% | -2.5% | -7.6% | -8.9% |
| 3M | -2.4% | +2.7% | -5.1% | -4.3% |
| 6M | -8.8% | +16.9% | -25.8% | -17.0% |
| YTD | -2.9% | +26.3% | -29.3% | -16.0% |
| 1Y | -8.8% | +31.1% | -39.9% | -22.9% |
| 3Y | -0.3% | +21.1% | -21.3% | -14.3% |
| 5Y | -0.3% | +11.0% | -11.3% | -8.5% |
| All | -0.3% | +11.4% | -11.7% | -8.5% |
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