+131.2%
CTVA vs DRI
+134.1%
-2.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.5% | -23.8% | -24.2% |
| 7D | -23.7% | -0.3% | -23.3% | -23.6% |
| 30D | -31.2% | +10.8% | -42.1% | -33.3% |
| 3M | -18.7% | +0.9% | -19.6% | -19.1% |
| 6M | -25.5% | +16.3% | -41.8% | -29.2% |
| YTD | -8.0% | +27.8% | -35.8% | -15.6% |
| 1Y | -7.0% | +33.9% | -40.9% | -16.0% |
| 3Y | +45.2% | +67.2% | -22.0% | +20.7% |
| 5Y | +32.3% | +79.0% | -46.7% | +5.7% |
| All | +131.2% | +134.1% | -2.8% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling