+587.5%
BA vs CNI
+6,541.6%
-5,954.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | +1.2% | -2.1% | +3.3% | +2.3% |
| 30D | -11.6% | -3.3% | -8.4% | -10.1% |
| 3M | -2.4% | +3.8% | -6.2% | -4.7% |
| 6M | -6.6% | +12.7% | -19.3% | -13.0% |
| YTD | -2.2% | +26.3% | -28.5% | -14.7% |
| 1Y | -8.0% | +29.9% | -37.9% | -21.1% |
| 3Y | -5.0% | +15.9% | -20.9% | -14.7% |
| 5Y | -2.7% | +6.9% | -9.7% | -9.1% |
| 10Y | +75.9% | +126.8% | -50.9% | +14.3% |
| All | +587.5% | +6,541.6% | -5,954.1% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling