+32.0%
CTVA vs BB
+88.0%
-56.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.0% | -3.8% | +3.5% |
| 7D | +8.2% | -6.8% | +15.0% | +7.9% |
| 30D | -1.0% | -3.5% | +2.5% | -1.1% |
| 3M | +4.6% | -1.2% | +5.8% | +4.8% |
| 6M | +0.5% | +57.0% | -56.5% | 0.0% |
| YTD | +22.7% | +131.1% | -108.4% | +21.2% |
| 1Y | +32.0% | +87.6% | -55.6% | +34.5% |
| All | +32.0% | +88.0% | -56.0% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling