+105.1%
CTVA vs DT
-28.0%
+133.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.4% |
| 7D | -5.8% | -0.5% | -5.3% | -5.8% |
| 30D | +11.1% | +0.1% | +11.0% | +10.9% |
| 3M | +13.2% | +24.1% | -10.9% | +9.6% |
| 6M | +8.7% | +30.1% | -21.4% | +4.0% |
| YTD | +27.3% | +16.8% | +10.5% | +23.4% |
| 1Y | +18.0% | -0.1% | +18.1% | +17.2% |
| 3Y | +76.5% | +6.8% | +69.6% | +72.0% |
| 5Y | +105.1% | -28.4% | +133.5% | +106.7% |
| All | +105.1% | -28.0% | +133.0% | +106.7% |
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