+231.7%
CTVA vs DOC
-5.0%
+236.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | +4.9% | -1.5% | +6.4% | +5.5% |
| 30D | +11.9% | -4.8% | +16.7% | +14.0% |
| 3M | +13.7% | +6.9% | +6.8% | +10.6% |
| 6M | +13.1% | +20.7% | -7.6% | +3.8% |
| YTD | +32.0% | +34.1% | -2.2% | +15.5% |
| 1Y | +22.1% | +22.6% | -0.6% | +10.6% |
| 3Y | +77.5% | +20.8% | +56.7% | +59.2% |
| 5Y | +106.3% | -24.9% | +131.1% | +123.6% |
| All | +231.7% | -5.0% | +236.6% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling