+199.6%
CTVA vs DT
+97.2%
+102.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.7% |
| 7D | -2.1% | -4.9% | +2.8% | -1.2% |
| 30D | +12.0% | +2.7% | +9.3% | +11.3% |
| 3M | +13.5% | +20.0% | -6.5% | +9.0% |
| 6M | +12.1% | +28.0% | -15.9% | +5.4% |
| YTD | +29.0% | +16.0% | +13.0% | +23.3% |
| 1Y | +18.9% | +0.7% | +18.1% | +16.7% |
| 3Y | +78.9% | +6.2% | +72.7% | +71.3% |
| 5Y | +105.2% | -28.1% | +133.4% | +105.7% |
| All | +199.6% | +97.2% | +102.3% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling