+137.3%
CTVA vs BBWI
+30.7%
+106.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.3% |
| 7D | -20.8% | +0.1% | -20.9% | -20.6% |
| 30D | -29.6% | +12.9% | -42.5% | -31.1% |
| 3M | -16.9% | +16.0% | -32.9% | -19.3% |
| 6M | -24.3% | +16.6% | -40.9% | -27.1% |
| YTD | -5.6% | +9.7% | -15.3% | -9.2% |
| 1Y | -4.2% | +1.5% | -5.7% | -7.5% |
| 3Y | +43.3% | -21.4% | +64.6% | +40.2% |
| 5Y | +35.7% | -67.6% | +103.3% | +52.9% |
| All | +137.3% | +30.7% | +106.6% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling