+231.7%
CTVA vs D
+16.8%
+214.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +4.9% | +1.5% | +3.5% | +4.3% |
| 30D | +11.9% | -2.6% | +14.5% | +13.0% |
| 3M | +13.7% | 0.0% | +13.7% | +13.7% |
| 6M | +13.1% | +7.4% | +5.8% | +9.6% |
| YTD | +32.0% | +15.9% | +16.1% | +23.8% |
| 1Y | +22.1% | +18.1% | +4.0% | +13.4% |
| 3Y | +77.5% | +58.4% | +19.1% | +42.7% |
| 5Y | +106.3% | +5.2% | +101.1% | +96.6% |
| All | +231.7% | +16.8% | +214.8% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling