+231.7%
CTVA vs BAX
-61.0%
+292.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +4.9% | -1.1% | +6.1% | +5.2% |
| 30D | +11.9% | -5.5% | +17.4% | +13.5% |
| 3M | +13.7% | +33.5% | -19.9% | +4.4% |
| 6M | +13.1% | +35.9% | -22.7% | +2.9% |
| YTD | +32.0% | +35.4% | -3.4% | +18.8% |
| 1Y | +22.1% | +9.8% | +12.3% | +16.2% |
| 3Y | +77.5% | -32.7% | +110.2% | +91.8% |
| 5Y | +106.3% | -65.6% | +171.8% | +191.0% |
| All | +231.7% | -61.0% | +292.6% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling