+218.9%
CTVA vs BP
+64.3%
+154.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -4.7% | +5.7% | -10.4% | -6.7% |
| 30D | +11.1% | +8.1% | +3.0% | +7.8% |
| 3M | +13.7% | +8.6% | +5.1% | +9.4% |
| 6M | +11.2% | +18.1% | -6.9% | +3.0% |
| YTD | +26.9% | +37.6% | -10.7% | +10.3% |
| 1Y | +18.8% | +39.4% | -20.6% | +2.3% |
| 3Y | +75.9% | +40.1% | +35.9% | +48.7% |
| 5Y | +105.2% | +141.3% | -36.1% | +35.0% |
| All | +218.9% | +64.3% | +154.6% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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