+53.9%
DAL vs CTVA
+211.9%
-157.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.4% |
| 7D | +0.8% | -5.8% | +6.6% | +3.8% |
| 30D | -11.7% | +11.1% | -22.8% | -16.5% |
| 3M | -2.7% | +13.2% | -16.0% | -9.9% |
| 6M | +30.7% | +8.7% | +21.9% | +23.1% |
| YTD | +14.4% | +27.3% | -12.9% | -1.2% |
| 1Y | +31.2% | +18.0% | +13.2% | +17.4% |
| 3Y | +99.4% | +76.5% | +23.0% | +40.9% |
| 5Y | +98.6% | +105.1% | -6.5% | +24.9% |
| All | +53.9% | +211.9% | -157.9% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling