+231.7%
CTVA vs BN
+158.4%
+73.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +4.9% | -2.5% | +7.4% | +5.9% |
| 30D | +11.9% | -9.5% | +21.4% | +16.5% |
| 3M | +13.7% | -10.4% | +24.1% | +18.5% |
| 6M | +13.1% | -6.4% | +19.5% | +14.7% |
| YTD | +32.0% | -11.9% | +43.8% | +36.7% |
| 1Y | +22.1% | -8.6% | +30.7% | +23.8% |
| 3Y | +77.5% | +77.6% | -0.1% | +27.2% |
| 5Y | +106.3% | +37.0% | +69.2% | +62.8% |
| All | +231.7% | +158.4% | +73.3% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling