+2,214.1%
BE vs CTVA
+210.9%
+2,003.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | +9.7% | -4.7% | +14.4% | +12.7% |
| 30D | +22.4% | +11.1% | +11.3% | +14.1% |
| 3M | +10.4% | +13.7% | -3.4% | -0.8% |
| 6M | +67.9% | +11.2% | +56.6% | +53.2% |
| YTD | +197.5% | +26.9% | +170.6% | +150.4% |
| 1Y | +310.6% | +18.8% | +291.7% | +256.8% |
| 3Y | +1,657.2% | +75.9% | +1,581.3% | +1,057.2% |
| 5Y | +1,218.2% | +105.2% | +1,112.9% | +681.0% |
| All | +2,214.1% | +210.9% | +2,003.3% | +914.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling