+166.4%
BAC vs CTVA
+223.3%
-56.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +1.1% | +4.9% | -3.9% | -1.3% |
| 30D | -0.4% | +11.9% | -12.3% | -5.8% |
| 3M | +16.9% | +13.7% | +3.2% | +8.6% |
| 6M | +26.6% | +13.1% | +13.5% | +17.1% |
| YTD | +15.8% | +32.0% | -16.2% | -1.3% |
| 1Y | +27.2% | +22.1% | +5.1% | +12.0% |
| 3Y | +132.4% | +77.5% | +54.9% | +62.9% |
| 5Y | +72.6% | +106.3% | -33.7% | +7.5% |
| All | +166.4% | +223.3% | -56.9% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling