-4.5%
DASH vs CTVA
+123.2%
-127.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.2% |
| 7D | -4.8% | +1.6% | -6.4% | -5.1% |
| 30D | -7.9% | -8.5% | +0.6% | -5.7% |
| 3M | -16.3% | +5.3% | -21.6% | -18.2% |
| 6M | +10.4% | -0.1% | +10.5% | +8.8% |
| YTD | -20.1% | +21.2% | -41.3% | -26.6% |
| 1Y | -11.4% | +27.0% | -38.4% | -20.0% |
| 3Y | +114.1% | +87.2% | +26.9% | +64.9% |
| 5Y | -5.8% | +77.9% | -83.7% | -25.6% |
| All | -4.5% | +123.2% | -127.7% | -25.4% |
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 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