+52.9%
DAL vs CTVA
+210.9%
-158.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.6% | -4.7% | +4.0% | +1.8% |
| 30D | -13.5% | +11.1% | -24.5% | -18.2% |
| 3M | +2.6% | +13.7% | -11.1% | -5.2% |
| 6M | +32.7% | +11.2% | +21.5% | +23.5% |
| YTD | +13.6% | +26.9% | -13.3% | -1.7% |
| 1Y | +28.8% | +18.8% | +10.0% | +14.8% |
| 3Y | +98.2% | +75.9% | +22.2% | +40.2% |
| 5Y | +105.9% | +105.2% | +0.7% | +29.5% |
| All | +52.9% | +210.9% | -158.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CTVA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling