-0.9%
BA vs CNP
+73.1%
-74.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +1.2% | +1.1% | +0.1% | +0.8% |
| 30D | -11.6% | -1.8% | -9.8% | -11.1% |
| 3M | -2.4% | -4.6% | +2.3% | -1.1% |
| 6M | -6.6% | -8.8% | +2.2% | -3.9% |
| YTD | -2.2% | +5.2% | -7.5% | -4.7% |
| 1Y | -8.0% | +8.3% | -16.3% | -11.5% |
| 3Y | -5.0% | +54.9% | -59.9% | -22.9% |
| All | -0.9% | +73.1% | -74.0% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling