+105.2%
CTVA vs BB
-29.9%
+135.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.1% |
| 7D | -4.7% | -2.1% | -2.6% | -4.5% |
| 30D | +11.1% | -16.0% | +27.1% | +12.5% |
| 3M | +13.7% | -14.5% | +28.2% | +14.1% |
| 6M | +11.2% | +118.6% | -107.3% | +0.7% |
| YTD | +26.9% | +98.9% | -72.1% | +16.0% |
| 1Y | +18.8% | +99.5% | -80.7% | +8.1% |
| 3Y | +75.9% | +65.4% | +10.6% | +57.0% |
| 5Y | +105.2% | -27.6% | +132.9% | +92.6% |
| All | +105.2% | -29.9% | +135.1% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling