+43.3%
CTVA vs BAX
-18.0%
+61.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -20.8% | +0.1% | -20.8% | -20.7% |
| 30D | -29.6% | +4.1% | -33.7% | -30.0% |
| 3M | -16.9% | -4.5% | -12.3% | -16.4% |
| 6M | -24.3% | +49.2% | -73.5% | -29.2% |
| YTD | -5.6% | +35.2% | -40.9% | -11.2% |
| 1Y | -4.2% | +38.3% | -42.5% | -10.3% |
| 3Y | +43.3% | -19.0% | +62.3% | +35.5% |
| All | +43.3% | -18.0% | +61.3% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling