+26.5%
BAC vs CTVA
+22.4%
+4.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +0.6% | +4.9% | -4.4% | +0.5% |
| 30D | -0.9% | +11.9% | -12.8% | -1.0% |
| 3M | +16.3% | +13.7% | +2.6% | +15.8% |
| 6M | +26.0% | +13.1% | +12.8% | +25.0% |
| YTD | +15.2% | +32.0% | -16.8% | +11.7% |
| 1Y | +26.5% | +22.1% | +4.4% | +23.7% |
| All | +26.5% | +22.4% | +4.1% | +23.7% |
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