+218.9%
CTVA vs DRI
+111.4%
+107.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -4.7% | -4.8% | +0.2% | -3.2% |
| 30D | +11.1% | -5.2% | +16.3% | +12.8% |
| 3M | +13.7% | +2.7% | +11.0% | +12.5% |
| 6M | +11.2% | +3.6% | +7.6% | +9.4% |
| YTD | +26.9% | +15.4% | +11.5% | +20.2% |
| 1Y | +18.8% | +1.3% | +17.6% | +16.9% |
| 3Y | +75.9% | +53.1% | +22.8% | +50.2% |
| 5Y | +105.2% | +64.6% | +40.7% | +68.0% |
| All | +218.9% | +111.4% | +107.5% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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