+137.3%
CTVA vs DG
+23.2%
+114.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.7% |
| 7D | -20.8% | +0.3% | -21.0% | -20.7% |
| 30D | -29.6% | +3.2% | -32.9% | -29.9% |
| 3M | -16.9% | +10.4% | -27.3% | -18.3% |
| 6M | -24.3% | +33.2% | -57.4% | -27.9% |
| YTD | -5.6% | +3.0% | -8.6% | -6.6% |
| 1Y | -4.2% | +31.2% | -35.4% | -9.4% |
| 3Y | +43.3% | +21.8% | +21.5% | +32.2% |
| 5Y | +35.7% | -35.0% | +70.7% | +45.0% |
| All | +137.3% | +23.2% | +114.1% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling