+218.9%
CTVA vs BWA
+133.1%
+85.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | +11.1% | -5.5% | +16.6% | +13.0% |
| 3M | +13.7% | -7.6% | +21.3% | +16.1% |
| 6M | +11.2% | +25.0% | -13.8% | +0.9% |
| YTD | +26.9% | +47.0% | -20.1% | +6.6% |
| 1Y | +18.8% | +54.0% | -35.2% | -2.5% |
| 3Y | +75.9% | +70.7% | +5.3% | +34.7% |
| 5Y | +105.2% | +86.7% | +18.5% | +46.2% |
| All | +218.9% | +133.1% | +85.8% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling