+75.7%
CTVA vs DD
+42.2%
+33.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.5% |
| 7D | -5.8% | -3.8% | -2.0% | -4.6% |
| 30D | +11.1% | -9.2% | +20.3% | +14.5% |
| 3M | +13.2% | -9.0% | +22.2% | +16.4% |
| 6M | +8.7% | -5.0% | +13.7% | +9.6% |
| YTD | +27.3% | +7.4% | +19.9% | +22.3% |
| 1Y | +18.0% | +35.1% | -17.1% | +3.7% |
| All | +75.7% | +42.2% | +33.5% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling