+224.3%
CTVA vs D
+17.5%
+206.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | +12.0% | -0.7% | +12.8% | +12.3% |
| 3M | +13.5% | +2.1% | +11.4% | +12.6% |
| 6M | +12.1% | +6.8% | +5.3% | +8.8% |
| YTD | +29.0% | +16.5% | +12.5% | +20.7% |
| 1Y | +18.9% | +19.2% | -0.3% | +10.0% |
| 3Y | +78.9% | +61.9% | +17.0% | +42.5% |
| 5Y | +105.2% | +6.5% | +98.7% | +94.5% |
| All | +224.3% | +17.5% | +206.8% | +200.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling