+96.7%
BAC vs CTVA
+88.7%
+8.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.1% | +2.4% | -0.4% | +1.6% |
| 30D | -6.7% | -8.1% | +1.4% | -5.3% |
| 3M | -20.2% | +6.3% | -26.5% | -21.7% |
| 6M | -0.2% | +0.4% | -0.6% | -1.5% |
| YTD | -6.4% | +21.8% | -28.2% | -12.9% |
| 1Y | -3.1% | +24.9% | -28.0% | -10.5% |
| 3Y | +96.7% | +92.3% | +4.4% | +66.7% |
| All | +96.7% | +88.7% | +8.0% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling