+231.7%
CTVA vs DG
+21.7%
+209.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.1% |
| 7D | +4.9% | +8.4% | -3.5% | +3.6% |
| 30D | +11.9% | +4.9% | +7.0% | +11.0% |
| 3M | +13.7% | +29.3% | -15.7% | +8.8% |
| 6M | +13.1% | -11.3% | +24.4% | +14.9% |
| YTD | +32.0% | +1.8% | +30.2% | +30.8% |
| 1Y | +22.1% | +25.3% | -3.3% | +16.3% |
| 3Y | +77.5% | +9.1% | +68.4% | +68.1% |
| 5Y | +106.3% | -34.9% | +141.2% | +119.7% |
| All | +231.7% | +21.7% | +209.9% | +182.2% |
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