+75.7%
CTVA vs BWA
+67.1%
+8.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | +11.1% | -5.6% | +16.6% | +12.4% |
| 3M | +13.2% | -10.7% | +23.9% | +16.0% |
| 6M | +8.7% | +23.2% | -14.5% | +1.6% |
| YTD | +27.3% | +46.0% | -18.7% | +10.9% |
| 1Y | +18.0% | +51.2% | -33.2% | +1.2% |
| All | +75.7% | +67.1% | +8.5% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling