+216.7%
CTVA vs DD
+75.3%
+141.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.5% | -3.5% | -1.0% | -3.0% |
| 30D | +11.3% | -11.7% | +23.0% | +17.5% |
| 3M | +12.3% | -9.2% | +21.5% | +16.8% |
| 6M | +7.2% | -7.2% | +14.4% | +9.5% |
| YTD | +26.0% | +6.6% | +19.4% | +20.2% |
| 1Y | +16.0% | +32.0% | -16.0% | -0.4% |
| 3Y | +73.9% | +42.1% | +31.8% | +39.9% |
| 5Y | +103.8% | +58.1% | +45.7% | +51.1% |
| All | +216.7% | +75.3% | +141.4% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling