+32.3%
CTVA vs DT
-39.3%
+71.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +1.5% | -25.8% | -24.5% |
| 7D | -23.7% | +2.7% | -26.4% | -24.0% |
| 30D | -31.2% | -30.4% | -0.9% | -28.4% |
| 3M | -18.7% | -9.4% | -9.3% | -18.3% |
| 6M | -25.5% | +14.5% | -40.0% | -27.7% |
| YTD | -8.0% | +3.6% | -11.6% | -9.9% |
| 1Y | -7.0% | -3.4% | -3.6% | -7.9% |
| 3Y | +45.2% | -11.1% | +56.3% | +44.4% |
| 5Y | +32.3% | -39.5% | +71.7% | +36.3% |
| All | +32.3% | -39.3% | +71.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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