+219.9%
CTVA vs DE
+442.3%
-222.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -5.8% | -3.0% | -2.8% | -4.3% |
| 30D | +11.1% | +11.1% | -0.1% | +5.1% |
| 3M | +13.2% | +17.6% | -4.4% | +3.7% |
| 6M | +8.7% | +13.6% | -4.9% | +0.5% |
| YTD | +27.3% | +46.3% | -19.0% | +2.0% |
| 1Y | +18.0% | +44.2% | -26.2% | -5.1% |
| 3Y | +76.5% | +76.6% | -0.1% | +24.5% |
| 5Y | +105.1% | +98.2% | +6.9% | +28.4% |
| All | +219.9% | +442.3% | -222.4% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling