+137.3%
CTVA vs BN
+163.1%
-25.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.3% |
| 7D | -20.8% | -1.0% | -19.8% | -20.4% |
| 30D | -29.6% | +14.0% | -43.6% | -33.4% |
| 3M | -16.9% | -9.0% | -7.9% | -13.8% |
| 6M | -24.3% | -8.8% | -15.4% | -21.9% |
| YTD | -5.6% | -10.3% | +4.7% | -3.0% |
| 1Y | -4.2% | -5.8% | +1.6% | -3.8% |
| 3Y | +43.3% | +94.8% | -51.5% | -1.2% |
| 5Y | +35.7% | +31.5% | +4.2% | +10.2% |
| All | +137.3% | +163.1% | -25.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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