+216.7%
CTVA vs DG
+13.8%
+202.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -4.5% | -6.5% | +2.0% | -3.5% |
| 30D | +11.3% | +4.2% | +7.2% | +10.6% |
| 3M | +12.3% | +9.5% | +2.8% | +10.5% |
| 6M | +7.2% | -13.1% | +20.3% | +9.2% |
| YTD | +26.0% | -4.8% | +30.8% | +26.3% |
| 1Y | +16.0% | +20.6% | -4.6% | +11.2% |
| 3Y | +73.9% | +4.9% | +69.0% | +65.3% |
| 5Y | +103.8% | -37.9% | +141.7% | +117.7% |
| All | +216.7% | +13.8% | +202.9% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling