-4.2%
CTVA vs D
+15.6%
-19.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -20.8% | -1.4% | -19.4% | -20.3% |
| 30D | -29.6% | +7.7% | -37.4% | -30.9% |
| 3M | -16.9% | -0.3% | -16.6% | -17.2% |
| 6M | -24.3% | +10.1% | -34.3% | -25.4% |
| YTD | -5.6% | +19.1% | -24.7% | -9.2% |
| 1Y | -4.2% | +15.9% | -20.1% | -7.5% |
| All | -4.2% | +15.6% | -19.8% | -7.5% |
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 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