+27.7%
BKR vs CTVA
+18.2%
+9.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -7.0% | -4.5% | -2.5% | -6.4% |
| 30D | -8.1% | +11.3% | -19.4% | -9.4% |
| 3M | -6.6% | +12.3% | -18.9% | -10.6% |
| 6M | +0.9% | +7.2% | -6.3% | -2.3% |
| YTD | +31.1% | +26.0% | +5.1% | +20.6% |
| 1Y | +27.7% | +16.0% | +11.7% | +17.2% |
| All | +27.7% | +18.2% | +9.5% | +17.2% |
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