+22.1%
CTVA vs BB
+105.3%
-83.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.9% | -5.6% | +10.6% | +4.8% |
| 30D | +11.9% | -11.8% | +23.7% | +11.6% |
| 3M | +13.7% | -25.5% | +39.2% | +12.7% |
| 6M | +13.1% | +121.3% | -108.1% | +12.2% |
| YTD | +32.0% | +103.2% | -71.2% | +31.0% |
| 1Y | +22.1% | +102.6% | -80.6% | +21.5% |
| All | +22.1% | +105.3% | -83.3% | +21.5% |
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