+225.5%
BKR vs CTVA
+210.9%
+14.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.5% |
| 7D | -6.7% | -4.7% | -2.0% | -4.3% |
| 30D | -8.3% | +11.1% | -19.4% | -13.4% |
| 3M | -5.4% | +13.7% | -19.1% | -13.1% |
| 6M | +0.8% | +11.2% | -10.4% | -6.8% |
| YTD | +31.8% | +26.9% | +5.0% | +13.5% |
| 1Y | +28.6% | +18.8% | +9.8% | +13.9% |
| 3Y | +71.2% | +75.9% | -4.7% | +17.8% |
| 5Y | +179.2% | +105.2% | +74.0% | +73.8% |
| All | +225.5% | +210.9% | +14.6% | +44.8% |
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