-39.1%
BA vs CTVA
+223.3%
-262.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | +1.2% | +4.9% | -3.8% | -1.5% |
| 30D | -11.6% | +11.9% | -23.6% | -16.9% |
| 3M | -2.4% | +13.7% | -16.0% | -9.9% |
| 6M | -6.6% | +13.1% | -19.8% | -14.1% |
| YTD | -2.2% | +32.0% | -34.2% | -17.9% |
| 1Y | -8.0% | +22.1% | -30.1% | -19.9% |
| 3Y | -5.0% | +77.5% | -82.5% | -35.7% |
| 5Y | -2.7% | +106.3% | -109.0% | -43.0% |
| All | -39.1% | +223.3% | -262.4% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling