+9.7%
BKR vs CTVA
+33.4%
-23.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.2% | -8.7% | -5.7% |
| 7D | -8.8% | +8.2% | -17.0% | -9.2% |
| 30D | -13.1% | -1.0% | -12.0% | -13.5% |
| 3M | -18.9% | +4.6% | -23.5% | -20.0% |
| 6M | -27.2% | +0.5% | -27.7% | -29.2% |
| YTD | +10.7% | +22.7% | -12.0% | -7.3% |
| 1Y | +9.7% | +32.0% | -22.3% | -11.6% |
| All | +9.7% | +33.4% | -23.8% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling