+105.2%
CTVA vs DAR
-8.5%
+113.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.2% | -2.9% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | +12.0% | +13.0% | -0.9% | +8.7% |
| 3M | +13.5% | +15.0% | -1.5% | +9.4% |
| 6M | +12.1% | +26.8% | -14.7% | +5.6% |
| YTD | +29.0% | +86.4% | -57.4% | +11.2% |
| 1Y | +18.9% | +115.1% | -96.2% | -1.5% |
| 3Y | +78.9% | +14.6% | +64.3% | +68.4% |
| 5Y | +105.2% | -8.8% | +114.0% | +96.3% |
| All | +105.2% | -8.5% | +113.7% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling