-1.5%
BAC vs CTVA
+33.4%
-35.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +4.0% |
| 7D | +1.5% | +8.2% | -6.7% | +1.6% |
| 30D | -4.4% | -1.0% | -3.3% | -4.5% |
| 3M | -17.5% | +4.6% | -22.1% | -17.2% |
| 6M | -0.1% | +0.5% | -0.5% | +0.2% |
| YTD | -4.6% | +22.7% | -27.3% | -7.9% |
| 1Y | -1.5% | +32.0% | -33.5% | -7.0% |
| All | -1.5% | +33.4% | -35.0% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling