+231.7%
CTVA vs DD
+81.6%
+150.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | +4.9% | -3.5% | +8.5% | +6.6% |
| 30D | +11.9% | -10.3% | +22.2% | +17.3% |
| 3M | +13.7% | -7.5% | +21.2% | +17.2% |
| 6M | +13.1% | -8.0% | +21.1% | +16.1% |
| YTD | +32.0% | +10.5% | +21.5% | +23.9% |
| 1Y | +22.1% | +38.3% | -16.2% | +2.6% |
| 3Y | +77.5% | +42.5% | +35.0% | +42.9% |
| 5Y | +106.3% | +60.2% | +46.1% | +52.3% |
| All | +231.7% | +81.6% | +150.0% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling