+72.9%
BAC vs CTVA
+104.3%
-31.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.3% |
| 7D | +1.2% | -2.1% | +3.2% | +1.9% |
| 30D | -0.7% | +12.0% | -12.8% | -4.6% |
| 3M | +16.9% | +13.5% | +3.5% | +10.9% |
| 6M | +29.6% | +12.1% | +17.5% | +22.8% |
| YTD | +15.3% | +29.0% | -13.8% | +3.0% |
| 1Y | +28.8% | +18.9% | +10.0% | +18.5% |
| 3Y | +136.4% | +78.9% | +57.5% | +81.1% |
| 5Y | +72.9% | +105.2% | -32.3% | +22.5% |
| All | +72.9% | +104.3% | -31.4% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling