+22.1%
CTVA vs DTE
+3.0%
+19.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +4.9% | +0.2% | +4.8% | +4.9% |
| 30D | +11.9% | -2.6% | +14.5% | +12.8% |
| 3M | +13.7% | -3.9% | +17.6% | +15.4% |
| 6M | +13.1% | -7.9% | +21.0% | +16.6% |
| YTD | +32.0% | +7.2% | +24.8% | +24.8% |
| 1Y | +22.1% | +3.1% | +19.0% | +17.0% |
| All | +22.1% | +3.0% | +19.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling