+2,163.8%
BE vs CTVA
+223.3%
+1,940.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +7.9% |
| 7D | +20.0% | +4.9% | +15.0% | +16.4% |
| 30D | +7.9% | +11.9% | -4.0% | +0.4% |
| 3M | -13.2% | +13.7% | -26.9% | -21.6% |
| 6M | +53.5% | +13.1% | +40.3% | +38.9% |
| YTD | +191.0% | +32.0% | +159.1% | +139.7% |
| 1Y | +360.5% | +22.1% | +338.4% | +294.0% |
| 3Y | +1,568.0% | +77.5% | +1,490.5% | +996.7% |
| 5Y | +1,055.2% | +106.3% | +948.9% | +585.3% |
| All | +2,163.8% | +223.3% | +1,940.5% | +871.3% |
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