+216.7%
CTVA vs DHI
+240.1%
-23.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -4.5% | -3.4% | -1.1% | -3.6% |
| 30D | +11.3% | -5.4% | +16.8% | +12.8% |
| 3M | +12.3% | -10.4% | +22.8% | +15.2% |
| 6M | +7.2% | -2.8% | +9.9% | +6.9% |
| YTD | +26.0% | -3.4% | +29.4% | +25.5% |
| 1Y | +16.0% | -22.9% | +38.9% | +22.5% |
| 3Y | +73.9% | +20.7% | +53.2% | +55.7% |
| 5Y | +103.8% | +62.1% | +41.7% | +59.5% |
| All | +216.7% | +240.1% | -23.4% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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