+36.6%
CTVA vs DD
+67.2%
-30.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | -20.8% | +5.0% | -25.7% | -22.2% |
| 30D | -29.6% | +19.7% | -49.3% | -34.5% |
| 3M | -16.9% | +7.2% | -24.1% | -19.4% |
| 6M | -24.3% | +1.0% | -25.3% | -25.0% |
| YTD | -5.6% | +29.1% | -34.7% | -16.1% |
| 1Y | -4.2% | +28.5% | -32.6% | -14.7% |
| 3Y | +43.3% | +89.4% | -46.2% | +5.4% |
| All | +36.6% | +67.2% | -30.6% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling