+102.9%
DAL vs CTVA
+74.6%
+28.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.6% |
| 7D | +8.8% | +2.2% | +6.6% | +8.0% |
| 30D | +5.4% | -17.6% | +23.0% | +13.4% |
| 3M | -4.9% | +3.4% | -8.3% | -7.7% |
| 6M | +19.8% | -2.6% | +22.4% | +18.2% |
| YTD | +27.0% | +19.1% | +7.9% | +13.3% |
| 1Y | +52.5% | +26.8% | +25.7% | +32.0% |
| 3Y | +173.8% | +63.9% | +110.0% | +108.8% |
| All | +102.9% | +74.6% | +28.3% | +33.3% |
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