+23.4%
BA vs CNP
+145.0%
-121.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -0.6% | +2.5% | -3.0% | -2.1% |
| 30D | -8.0% | +4.0% | -12.1% | -10.7% |
| 3M | -25.8% | +1.6% | -27.4% | -27.0% |
| 6M | -27.6% | -1.7% | -25.9% | -27.7% |
| YTD | -21.0% | +8.6% | -29.6% | -26.5% |
| 1Y | -12.3% | +5.8% | -18.1% | -17.2% |
| 3Y | -12.8% | +63.0% | -75.8% | -41.1% |
| 5Y | -22.4% | +74.7% | -97.0% | -51.4% |
| All | +23.4% | +145.0% | -121.7% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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