+105.2%
CTVA vs BAH
-2.8%
+108.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -2.1% | -4.3% | +2.3% | -1.5% |
| 30D | +12.0% | -4.5% | +16.5% | +12.7% |
| 3M | +13.5% | -7.6% | +21.1% | +14.5% |
| 6M | +12.1% | -10.6% | +22.7% | +13.4% |
| YTD | +29.0% | -12.6% | +41.6% | +30.0% |
| 1Y | +18.9% | -27.0% | +45.8% | +23.5% |
| 3Y | +78.9% | -31.5% | +110.4% | +77.6% |
| 5Y | +105.2% | -3.8% | +109.1% | +83.6% |
| All | +105.2% | -2.8% | +108.1% | +83.6% |
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