+105.8%
DAL vs CTVA
+107.7%
-1.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | +0.1% | +4.9% | -4.8% | -2.0% |
| 30D | -13.9% | +11.9% | -25.8% | -18.1% |
| 3M | +1.1% | +13.7% | -12.6% | -5.4% |
| 6M | +26.2% | +13.1% | +13.1% | +18.0% |
| YTD | +16.4% | +32.0% | -15.5% | +1.0% |
| 1Y | +33.9% | +22.1% | +11.8% | +19.9% |
| 3Y | +93.4% | +77.5% | +15.9% | +45.3% |
| All | +105.8% | +107.7% | -1.8% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling