+231.7%
CTVA vs BP
+56.2%
+175.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +4.9% | +3.9% | +1.0% | +3.4% |
| 30D | +11.9% | +7.6% | +4.3% | +8.7% |
| 3M | +13.7% | +0.7% | +13.0% | +12.6% |
| 6M | +13.1% | +15.5% | -2.3% | +5.7% |
| YTD | +32.0% | +30.8% | +1.1% | +16.9% |
| 1Y | +22.1% | +34.3% | -12.2% | +6.6% |
| 3Y | +77.5% | +35.1% | +42.4% | +52.0% |
| 5Y | +106.3% | +126.8% | -20.6% | +39.0% |
| All | +231.7% | +56.2% | +175.4% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling