+105.1%
CTVA vs DRI
+68.4%
+36.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -5.8% | -4.8% | -1.0% | -4.6% |
| 30D | +11.1% | -3.9% | +15.0% | +12.1% |
| 3M | +13.2% | +5.1% | +8.1% | +11.6% |
| 6M | +8.7% | +5.5% | +3.2% | +6.7% |
| YTD | +27.3% | +16.5% | +10.8% | +21.0% |
| 1Y | +18.0% | +2.0% | +16.0% | +16.3% |
| 3Y | +76.5% | +54.5% | +22.0% | +53.5% |
| 5Y | +105.1% | +66.6% | +38.5% | +73.9% |
| All | +105.1% | +68.4% | +36.7% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling