+92.3%
CTVA vs DAR
+20.8%
+71.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.8% |
| 7D | +2.4% | -3.8% | +6.3% | +3.1% |
| 30D | -8.1% | -14.4% | +6.3% | -5.7% |
| 3M | +6.3% | -17.9% | +24.2% | +9.6% |
| 6M | +0.4% | -18.3% | +18.7% | +3.5% |
| YTD | +21.8% | +43.2% | -21.4% | +13.0% |
| 1Y | +24.9% | +57.7% | -32.8% | +13.7% |
| 3Y | +92.3% | +22.7% | +69.6% | +82.3% |
| All | +92.3% | +20.8% | +71.5% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling