+137.3%
CTVA vs BEN
+54.2%
+83.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -20.8% | +6.8% | -27.5% | -22.5% |
| 30D | -29.6% | +18.0% | -47.6% | -33.7% |
| 3M | -16.9% | +7.5% | -24.4% | -19.2% |
| 6M | -24.3% | +14.7% | -39.0% | -28.6% |
| YTD | -5.6% | +56.1% | -61.7% | -21.4% |
| 1Y | -4.2% | +69.6% | -73.8% | -22.8% |
| 3Y | +43.3% | +87.7% | -44.4% | +8.0% |
| 5Y | +35.7% | +28.6% | +7.1% | +15.9% |
| All | +137.3% | +54.2% | +83.0% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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