+137.3%
CTVA vs D
+20.0%
+117.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -20.8% | -1.4% | -19.4% | -20.2% |
| 30D | -29.6% | +7.7% | -37.4% | -31.6% |
| 3M | -16.9% | -0.3% | -16.6% | -16.8% |
| 6M | -24.3% | +10.1% | -34.3% | -27.3% |
| YTD | -5.6% | +19.1% | -24.7% | -12.3% |
| 1Y | -4.2% | +15.9% | -20.1% | -10.1% |
| 3Y | +43.3% | +75.0% | -31.7% | +10.8% |
| 5Y | +35.7% | +13.4% | +22.3% | +25.3% |
| All | +137.3% | +20.0% | +117.2% | +118.1% |
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