+231.7%
CTVA vs BEN
+47.2%
+184.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -2.1% |
| 7D | +4.9% | +0.2% | +4.7% | +4.7% |
| 30D | +11.9% | -0.5% | +12.5% | +12.0% |
| 3M | +13.7% | +9.7% | +3.9% | +9.2% |
| 6M | +13.1% | +33.9% | -20.8% | +0.2% |
| YTD | +32.0% | +49.0% | -17.0% | +11.9% |
| 1Y | +22.1% | +42.1% | -20.0% | +5.2% |
| 3Y | +77.5% | +51.9% | +25.6% | +45.4% |
| 5Y | +106.3% | +39.0% | +67.2% | +67.6% |
| All | +231.7% | +47.2% | +184.4% | +145.0% |
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