+219.9%
CTVA vs DTE
+57.3%
+162.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.8% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +11.1% | -0.5% | +11.6% | +11.3% |
| 3M | +13.2% | -6.0% | +19.3% | +17.1% |
| 6M | +8.7% | -7.2% | +15.9% | +12.8% |
| YTD | +27.3% | +7.2% | +20.1% | +21.3% |
| 1Y | +18.0% | +4.1% | +13.9% | +14.3% |
| 3Y | +76.5% | +46.9% | +29.6% | +37.4% |
| 5Y | +105.1% | +32.9% | +72.2% | +66.6% |
| All | +219.9% | +57.3% | +162.6% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling