+216.7%
CTVA vs DTE
+53.3%
+163.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | -4.5% | -2.6% | -1.9% | -3.1% |
| 30D | +11.3% | -4.4% | +15.7% | +14.0% |
| 3M | +12.3% | -8.3% | +20.7% | +17.7% |
| 6M | +7.2% | -8.1% | +15.3% | +11.7% |
| YTD | +26.0% | +4.4% | +21.6% | +21.9% |
| 1Y | +16.0% | +0.2% | +15.9% | +14.9% |
| 3Y | +73.9% | +42.6% | +31.3% | +37.7% |
| 5Y | +103.8% | +31.5% | +72.3% | +66.3% |
| All | +216.7% | +53.3% | +163.4% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling