+105.1%
CTVA vs BAX
-67.6%
+172.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | -5.8% | -5.1% | -0.7% | -4.9% |
| 30D | +11.1% | -12.2% | +23.2% | +13.6% |
| 3M | +13.2% | +21.8% | -8.6% | +8.9% |
| 6M | +8.7% | +36.3% | -27.6% | +2.0% |
| YTD | +27.3% | +27.8% | -0.5% | +20.1% |
| 1Y | +18.0% | -0.1% | +18.0% | +16.5% |
| 3Y | +76.5% | -33.3% | +109.8% | +85.3% |
| 5Y | +105.1% | -67.1% | +172.2% | +150.8% |
| All | +105.1% | -67.6% | +172.7% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling