+216.7%
CTVA vs BRO
+118.8%
+97.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.5% | -7.3% | +2.8% | -1.5% |
| 30D | +11.3% | -6.9% | +18.2% | +14.5% |
| 3M | +12.3% | +10.7% | +1.7% | +7.0% |
| 6M | +7.2% | -2.7% | +9.9% | +7.1% |
| YTD | +26.0% | -16.3% | +42.3% | +34.1% |
| 1Y | +16.0% | -29.1% | +45.1% | +33.1% |
| 3Y | +73.9% | -7.8% | +81.7% | +70.2% |
| 5Y | +103.8% | +18.7% | +85.1% | +63.9% |
| All | +216.7% | +118.8% | +97.9% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling