+81.0%
CTVA vs DOC
-21.9%
+102.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.3% |
| 7D | +8.2% | +8.7% | -0.5% | +5.6% |
| 30D | -1.0% | +7.6% | -8.7% | -3.1% |
| 3M | +4.6% | -5.3% | +9.8% | +6.1% |
| 6M | +0.5% | +27.6% | -27.1% | -7.7% |
| YTD | +22.7% | +32.4% | -9.7% | +10.6% |
| 1Y | +32.0% | +22.9% | +9.1% | +22.2% |
| 3Y | +68.0% | +43.1% | +24.9% | +45.7% |
| All | +81.0% | -21.9% | +102.9% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling