+231.7%
CTVA vs D
+16.8%
+214.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.3% |
| 7D | +4.9% | +0.4% | +4.5% | +4.8% |
| 30D | +11.9% | -3.6% | +15.5% | +13.5% |
| 3M | +13.7% | -1.0% | +14.7% | +14.1% |
| 6M | +13.1% | +6.3% | +6.9% | +10.0% |
| YTD | +32.0% | +14.7% | +17.2% | +24.3% |
| 1Y | +22.1% | +16.9% | +5.1% | +13.8% |
| 3Y | +77.5% | +56.8% | +20.7% | +43.2% |
| 5Y | +106.3% | +5.2% | +101.1% | +96.4% |
| All | +231.7% | +16.8% | +214.8% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling