+18.8%
CTVA vs BAH
-24.1%
+42.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -0.4% |
| 7D | -4.7% | +2.4% | -7.1% | -4.7% |
| 30D | +11.1% | -2.9% | +14.0% | +11.1% |
| 3M | +13.7% | -1.3% | +15.1% | +13.7% |
| 6M | +11.2% | -0.9% | +12.1% | +11.3% |
| YTD | +26.9% | -8.2% | +35.1% | +26.0% |
| 1Y | +18.8% | -24.0% | +42.8% | +19.7% |
| All | +18.8% | -24.1% | +42.9% | +19.7% |
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