+111.4%
DAL vs CTVA
+34.7%
+76.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -1.3% |
| 7D | -1.1% | -20.8% | +19.7% | +6.5% |
| 30D | +12.8% | -29.6% | +42.5% | +27.0% |
| 3M | -5.3% | -16.9% | +11.6% | -1.6% |
| 6M | +22.4% | -24.3% | +46.6% | +31.2% |
| YTD | +25.6% | -5.6% | +31.2% | +20.5% |
| 1Y | +45.5% | -4.2% | +49.7% | +38.6% |
| 3Y | +161.0% | +43.3% | +117.7% | +103.6% |
| All | +111.4% | +34.7% | +76.7% | +55.8% |
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