+105.1%
CTVA vs DE
+97.2%
+7.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.5% | -2.6% | -1.9% | -3.5% |
| 30D | +11.3% | +9.0% | +2.3% | +7.6% |
| 3M | +12.3% | +19.1% | -6.8% | +4.6% |
| 6M | +7.2% | +14.4% | -7.2% | +0.8% |
| YTD | +26.0% | +45.9% | -19.9% | +6.4% |
| 1Y | +16.0% | +43.6% | -27.6% | -1.7% |
| 3Y | +73.9% | +75.9% | -2.0% | +33.8% |
| All | +105.1% | +97.2% | +7.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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