+73.9%
CTVA vs BB
+64.9%
+9.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -4.5% | -0.4% | -4.1% | -4.5% |
| 30D | +11.3% | -12.5% | +23.9% | +12.2% |
| 3M | +12.3% | -17.4% | +29.8% | +12.8% |
| 6M | +7.2% | +119.1% | -112.0% | -2.4% |
| YTD | +26.0% | +102.4% | -76.4% | +15.6% |
| 1Y | +16.0% | +98.2% | -82.2% | +6.1% |
| 3Y | +73.9% | +46.9% | +27.0% | +60.3% |
| All | +73.9% | +64.9% | +9.0% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling