+73.5%
BA vs CNP
+137.5%
-64.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | +1.2% | +1.1% | +0.1% | +0.4% |
| 30D | -11.6% | -1.8% | -9.8% | -10.7% |
| 3M | -2.4% | -4.6% | +2.3% | +0.1% |
| 6M | -6.6% | -8.8% | +2.2% | -1.7% |
| YTD | -2.2% | +5.2% | -7.5% | -6.7% |
| 1Y | -8.0% | +8.3% | -16.3% | -14.2% |
| 3Y | -5.0% | +54.9% | -59.9% | -33.2% |
| 5Y | -2.7% | +73.5% | -76.2% | -38.7% |
| All | +73.5% | +137.5% | -64.1% | -20.5% |
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