-1.4%
BAC vs CTVA
-4.9%
+3.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +1.0% |
| 7D | +3.2% | -20.8% | +24.0% | +3.4% |
| 30D | -0.7% | -29.6% | +28.9% | -0.7% |
| 3M | -20.0% | -16.9% | -3.1% | -19.5% |
| 6M | +3.4% | -24.3% | +27.7% | +3.8% |
| YTD | -5.7% | -5.6% | -0.1% | -9.8% |
| 1Y | -1.4% | -4.2% | +2.7% | -6.3% |
| All | -1.4% | -4.9% | +3.4% | -6.3% |
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