+105.1%
CTVA vs BN
+33.2%
+71.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | -5.8% | -3.0% | -2.8% | -4.9% |
| 30D | +11.1% | -13.0% | +24.1% | +15.7% |
| 3M | +13.2% | -15.2% | +28.5% | +18.7% |
| 6M | +8.7% | -5.9% | +14.6% | +9.6% |
| YTD | +27.3% | -15.8% | +43.1% | +32.5% |
| 1Y | +18.0% | -12.2% | +30.2% | +20.7% |
| 3Y | +76.5% | +72.2% | +4.3% | +41.2% |
| 5Y | +105.1% | +33.2% | +71.9% | +73.9% |
| All | +105.1% | +33.2% | +71.9% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling