-7.0%
CTVA vs BAH
+3.0%
-10.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +0.2% | -24.5% | -24.3% |
| 7D | -23.7% | -2.6% | -21.1% | -23.7% |
| 30D | -31.2% | +20.4% | -51.6% | -31.1% |
| 3M | -18.7% | +11.9% | -30.6% | -18.6% |
| 6M | -25.5% | +17.1% | -42.6% | -25.4% |
| YTD | -8.0% | +5.5% | -13.5% | -9.3% |
| 1Y | -7.0% | +5.6% | -12.6% | -8.7% |
| All | -7.0% | +3.0% | -10.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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