+78.4%
CTVA vs BAH
+8.7%
+69.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.0% | -1.6% | +0.6% | -0.8% |
| 30D | -8.7% | +18.0% | -26.7% | -10.8% |
| 3M | +6.4% | +11.4% | -5.0% | +4.7% |
| 6M | -1.9% | +17.7% | -19.6% | -4.6% |
| YTD | +21.5% | +5.4% | +16.2% | +19.3% |
| 1Y | +24.3% | +2.8% | +21.5% | +22.3% |
| 3Y | +91.8% | -26.7% | +118.5% | +92.7% |
| 5Y | +78.4% | +8.1% | +70.4% | +57.5% |
| All | +78.4% | +8.7% | +69.7% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling