+219.9%
CTVA vs DGX
+178.4%
+41.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -5.8% | -2.2% | -3.6% | -5.1% |
| 30D | +11.1% | -0.9% | +12.0% | +11.4% |
| 3M | +13.2% | +15.6% | -2.4% | +7.6% |
| 6M | +8.7% | +17.8% | -9.1% | +2.5% |
| YTD | +27.3% | +37.5% | -10.2% | +13.4% |
| 1Y | +18.0% | +31.2% | -13.2% | +6.8% |
| 3Y | +76.5% | +96.6% | -20.1% | +36.2% |
| 5Y | +105.1% | +64.9% | +40.2% | +66.1% |
| All | +219.9% | +178.4% | +41.6% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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