+231.7%
CTVA vs DRI
+120.9%
+110.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +4.9% | +0.6% | +4.4% | +4.8% |
| 30D | +11.9% | +3.8% | +8.1% | +10.5% |
| 3M | +13.7% | +13.0% | +0.7% | +9.2% |
| 6M | +13.1% | +8.3% | +4.8% | +9.7% |
| YTD | +32.0% | +20.6% | +11.3% | +23.4% |
| 1Y | +22.1% | +6.5% | +15.6% | +18.3% |
| 3Y | +77.5% | +53.7% | +23.8% | +51.4% |
| 5Y | +106.3% | +72.7% | +33.6% | +66.4% |
| All | +231.7% | +120.9% | +110.7% | +161.1% |
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