+75.7%
CTVA vs BAH
-31.4%
+107.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | -5.8% | -1.3% | -4.5% | -5.7% |
| 30D | +11.1% | -6.6% | +17.7% | +11.5% |
| 3M | +13.2% | -7.2% | +20.4% | +13.7% |
| 6M | +8.7% | -10.0% | +18.7% | +9.4% |
| YTD | +27.3% | -12.5% | +39.7% | +27.7% |
| 1Y | +18.0% | -27.9% | +45.9% | +20.7% |
| All | +75.7% | -31.4% | +107.1% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling