+84.5%
CTVA vs BAH
-26.8%
+111.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.0% | -1.6% | +0.6% | -0.9% |
| 30D | -8.7% | +18.0% | -26.7% | -9.7% |
| 3M | +6.4% | +11.4% | -5.0% | +5.6% |
| 6M | -1.9% | +17.7% | -19.6% | -3.1% |
| YTD | +21.5% | +5.4% | +16.2% | +20.5% |
| 1Y | +24.3% | +2.8% | +21.5% | +23.4% |
| All | +84.5% | -26.8% | +111.2% | +85.2% |
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