+199.4%
CTVA vs DOC
-5.8%
+205.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +2.2% | +6.5% | -4.2% | -0.1% |
| 30D | -17.6% | +9.2% | -26.8% | -20.3% |
| 3M | +3.4% | -2.5% | +5.9% | +4.1% |
| 6M | -2.6% | +7.1% | -9.6% | -5.6% |
| YTD | +19.1% | +33.0% | -13.9% | +4.4% |
| 1Y | +26.8% | +23.3% | +3.5% | +14.6% |
| 3Y | +63.9% | +44.9% | +18.9% | +36.0% |
| 5Y | +75.7% | -21.6% | +97.3% | +86.6% |
| All | +199.4% | -5.8% | +205.2% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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