+78.9%
CTVA vs DAR
-36.3%
+115.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | +2.4% | -3.8% | +6.3% | +3.3% |
| 30D | -8.1% | -14.4% | +6.3% | -5.1% |
| 3M | +6.3% | -17.9% | +24.2% | +10.4% |
| 6M | +0.4% | -18.3% | +18.7% | +4.1% |
| YTD | +21.8% | +43.2% | -21.4% | +11.1% |
| 1Y | +24.9% | +57.7% | -32.8% | +11.2% |
| 3Y | +92.3% | +22.7% | +69.6% | +75.5% |
| 5Y | +78.9% | -34.0% | +112.9% | +90.2% |
| All | +78.9% | -36.3% | +115.2% | +90.2% |
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 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