+137.3%
CTVA vs BP
+64.8%
+72.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | -20.8% | +3.8% | -24.6% | -22.0% |
| 30D | -29.6% | -5.3% | -24.3% | -28.5% |
| 3M | -16.9% | +9.3% | -26.1% | -20.2% |
| 6M | -24.3% | +7.2% | -31.5% | -27.3% |
| YTD | -5.6% | +38.0% | -43.6% | -18.6% |
| 1Y | -4.2% | +33.2% | -37.4% | -16.3% |
| 3Y | +43.3% | +50.3% | -7.0% | +17.1% |
| 5Y | +35.7% | +114.1% | -78.4% | -6.5% |
| All | +137.3% | +64.8% | +72.4% | +77.3% |
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