+219.9%
CTVA vs BR
+55.1%
+164.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -5.8% | -5.0% | -0.8% | -3.9% |
| 30D | +11.1% | -2.5% | +13.5% | +12.1% |
| 3M | +13.2% | +13.5% | -0.3% | +6.9% |
| 6M | +8.7% | -9.4% | +18.1% | +12.4% |
| YTD | +27.3% | -23.3% | +50.6% | +41.2% |
| 1Y | +18.0% | -31.6% | +49.6% | +38.3% |
| 3Y | +76.5% | -5.1% | +81.6% | +73.0% |
| 5Y | +105.1% | +8.2% | +96.9% | +82.7% |
| All | +219.9% | +55.1% | +164.8% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling