+73.9%
CTVA vs BRO
-7.6%
+81.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.5% | -7.3% | +2.8% | -3.3% |
| 30D | +11.3% | -6.9% | +18.2% | +12.7% |
| 3M | +12.3% | +10.7% | +1.7% | +10.4% |
| 6M | +7.2% | -2.7% | +9.9% | +8.0% |
| YTD | +26.0% | -16.3% | +42.3% | +31.2% |
| 1Y | +16.0% | -29.1% | +45.1% | +26.1% |
| 3Y | +73.9% | -7.8% | +81.7% | +87.0% |
| All | +73.9% | -7.6% | +81.5% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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