+218.9%
CTVA vs BBWI
+6.6%
+212.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -4.7% | -8.0% | +3.4% | -3.3% |
| 30D | +11.1% | -6.6% | +17.7% | +12.1% |
| 3M | +13.7% | -2.7% | +16.4% | +13.4% |
| 6M | +11.2% | -12.8% | +24.0% | +12.1% |
| YTD | +26.9% | -10.5% | +37.4% | +26.6% |
| 1Y | +18.8% | -35.3% | +54.2% | +24.6% |
| 3Y | +75.9% | -47.7% | +123.7% | +85.5% |
| 5Y | +105.2% | -68.9% | +174.1% | +131.4% |
| All | +218.9% | +6.6% | +212.3% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling