+231.7%
CTVA vs BBWI
+19.2%
+212.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.3% |
| 7D | +4.9% | +1.5% | +3.4% | +4.6% |
| 30D | +11.9% | -5.2% | +17.1% | +12.7% |
| 3M | +13.7% | +11.1% | +2.6% | +10.8% |
| 6M | +13.1% | -13.4% | +26.5% | +14.2% |
| YTD | +32.0% | +0.1% | +31.9% | +29.2% |
| 1Y | +22.1% | -36.1% | +58.2% | +28.5% |
| 3Y | +77.5% | -44.1% | +121.6% | +85.2% |
| 5Y | +106.3% | -66.2% | +172.5% | +129.7% |
| All | +231.7% | +19.2% | +212.5% | +179.7% |
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