+31.8%
BA vs CNP
+138.0%
-106.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.6% |
| 7D | +1.1% | -4.2% | +5.3% | +3.8% |
| 30D | -7.9% | +5.5% | -13.5% | -11.5% |
| 3M | -25.3% | +0.6% | -25.9% | -26.1% |
| 6M | -24.6% | -2.8% | -21.7% | -24.1% |
| YTD | -20.1% | +7.9% | -28.0% | -25.4% |
| 1Y | -11.8% | +6.7% | -18.4% | -17.1% |
| 3Y | -10.1% | +61.1% | -71.3% | -38.8% |
| 5Y | -22.7% | +73.0% | -95.7% | -51.3% |
| All | +31.8% | +138.0% | -106.3% | -37.3% |
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