-3.5%
BAC vs CTVA
+24.6%
-28.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.9% | -1.0% | -0.9% | -1.9% |
| 30D | -7.2% | -8.7% | +1.6% | -7.3% |
| 3M | -20.4% | +6.4% | -26.8% | -20.2% |
| 6M | +1.3% | -1.9% | +3.2% | +1.4% |
| YTD | -6.4% | +21.5% | -27.9% | -11.1% |
| 1Y | -3.5% | +24.3% | -27.8% | -9.3% |
| All | -3.5% | +24.6% | -28.1% | -9.3% |
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