+1,227.8%
BE vs CTVA
+103.5%
+1,124.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.2% |
| 7D | +23.9% | -5.8% | +29.7% | +27.5% |
| 30D | +27.8% | +11.1% | +16.8% | +20.4% |
| 3M | +3.7% | +13.2% | -9.5% | -5.6% |
| 6M | +78.0% | +8.7% | +69.2% | +65.8% |
| YTD | +209.9% | +27.3% | +182.6% | +164.6% |
| 1Y | +389.6% | +18.0% | +371.6% | +333.0% |
| 3Y | +1,730.6% | +76.5% | +1,654.1% | +1,143.7% |
| 5Y | +1,227.8% | +105.1% | +1,122.7% | +851.6% |
| All | +1,227.8% | +103.5% | +1,124.3% | +851.6% |
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