+166.4%
BAC vs CTVA
+211.9%
-45.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +1.1% |
| 7D | +0.6% | -5.8% | +6.4% | +3.5% |
| 30D | -1.4% | +11.1% | -12.4% | -6.4% |
| 3M | +15.7% | +13.2% | +2.5% | +7.7% |
| 6M | +32.2% | +8.7% | +23.5% | +24.7% |
| YTD | +15.8% | +27.3% | -11.5% | +0.4% |
| 1Y | +27.3% | +18.0% | +9.3% | +13.9% |
| 3Y | +137.5% | +76.5% | +61.0% | +66.3% |
| 5Y | +73.1% | +105.1% | -32.0% | +7.7% |
| All | +166.4% | +211.9% | -45.5% | +17.4% |
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