+216.7%
CTVA vs BAX
-64.0%
+280.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -4.5% | -7.9% | +3.4% | -2.4% |
| 30D | +11.3% | -11.7% | +23.0% | +14.9% |
| 3M | +12.3% | +16.2% | -3.9% | +7.1% |
| 6M | +7.2% | +32.0% | -24.8% | -1.9% |
| YTD | +26.0% | +24.7% | +1.3% | +15.9% |
| 1Y | +16.0% | -2.6% | +18.7% | +14.3% |
| 3Y | +73.9% | -35.0% | +108.9% | +88.7% |
| 5Y | +103.8% | -67.6% | +171.3% | +190.3% |
| All | +216.7% | -64.0% | +280.8% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling