+18.8%
CTVA vs BWA
+54.1%
-35.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -4.7% | -0.1% | -4.6% | -4.6% |
| 30D | +11.1% | -5.5% | +16.6% | +11.6% |
| 3M | +13.7% | -7.6% | +21.3% | +14.4% |
| 6M | +11.2% | +25.0% | -13.8% | +8.2% |
| YTD | +26.9% | +47.0% | -20.1% | +19.1% |
| 1Y | +18.8% | +54.0% | -35.2% | +11.4% |
| All | +18.8% | +54.1% | -35.3% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling