+73.9%
CTVA vs BR
-5.3%
+79.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.5% | -3.0% | -1.5% | -4.0% |
| 30D | +11.3% | -0.3% | +11.6% | +11.3% |
| 3M | +12.3% | +17.3% | -5.0% | +8.9% |
| 6M | +7.2% | -6.7% | +13.9% | +9.2% |
| YTD | +26.0% | -23.4% | +49.5% | +36.8% |
| 1Y | +16.0% | -32.7% | +48.7% | +32.2% |
| 3Y | +73.9% | -5.9% | +79.8% | +68.2% |
| All | +73.9% | -5.3% | +79.2% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling