-39.5%
BA vs CTVA
+216.1%
-255.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.5% |
| 7D | +2.5% | -2.1% | +4.6% | +3.6% |
| 30D | -10.1% | +12.0% | -22.1% | -15.6% |
| 3M | -2.4% | +13.5% | -15.9% | -9.9% |
| 6M | -8.8% | +12.1% | -20.9% | -15.8% |
| YTD | -2.9% | +29.0% | -32.0% | -17.5% |
| 1Y | -8.8% | +18.9% | -27.6% | -19.5% |
| 3Y | -0.3% | +78.9% | -79.1% | -33.0% |
| 5Y | -0.3% | +105.2% | -105.5% | -41.6% |
| All | -39.5% | +216.1% | -255.6% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CTVA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling