+116.9%
BAC vs CTVA
+131.3%
-14.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.1% |
| 7D | +3.2% | -20.8% | +24.0% | +11.6% |
| 30D | -0.7% | -29.6% | +28.9% | +13.1% |
| 3M | -20.0% | -16.9% | -3.1% | -16.8% |
| 6M | +3.4% | -24.3% | +27.7% | +11.2% |
| YTD | -5.7% | -5.6% | -0.1% | -10.1% |
| 1Y | -1.4% | -4.2% | +2.7% | -6.8% |
| 3Y | +97.9% | +43.3% | +54.6% | +45.2% |
| 5Y | +22.9% | +35.7% | -12.8% | -9.4% |
| All | +116.9% | +131.3% | -14.4% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling