+465.3%
BA vs CNI
+6,804.3%
-6,338.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | -1.4% | -1.1% | -0.3% | -0.9% |
| 30D | -7.9% | +7.6% | -15.5% | -11.7% |
| 3M | -25.2% | +1.6% | -26.7% | -26.1% |
| 6M | -26.7% | +16.6% | -43.3% | -33.1% |
| YTD | -19.6% | +31.3% | -50.9% | -31.5% |
| 1Y | -10.6% | +35.2% | -45.8% | -25.1% |
| 3Y | -11.2% | +21.5% | -32.7% | -22.4% |
| 5Y | -20.4% | +8.5% | -28.9% | -26.2% |
| 10Y | +26.8% | +142.9% | -116.1% | -20.6% |
| All | +465.3% | +6,804.3% | -6,338.9% | -7.2% |
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