+19.6%
CTVA vs D
+19.3%
+0.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | +12.0% | -0.7% | +12.8% | +12.2% |
| 3M | +13.5% | +2.1% | +11.4% | +13.4% |
| 6M | +12.1% | +6.8% | +5.3% | +11.0% |
| YTD | +29.0% | +16.5% | +12.5% | +24.6% |
| All | +19.6% | +19.3% | +0.3% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling