-4.2%
CTVA vs DAR
+61.9%
-66.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | -20.8% | +11.6% | -32.3% | -21.9% |
| 30D | -29.6% | -10.2% | -19.4% | -28.4% |
| 3M | -16.9% | -14.8% | -2.1% | -14.7% |
| 6M | -24.3% | -10.1% | -14.2% | -22.8% |
| YTD | -5.6% | +55.5% | -61.1% | -15.7% |
| 1Y | -4.2% | +61.7% | -65.8% | -15.2% |
| All | -4.2% | +61.9% | -66.0% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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