-5.2%
DASH vs CTVA
+119.4%
-124.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | +0.4% | +2.2% | -1.9% | -0.1% |
| 30D | -6.0% | -17.6% | +11.6% | -1.1% |
| 3M | -15.8% | +3.4% | -19.2% | -17.2% |
| 6M | +7.0% | -2.6% | +9.5% | +6.1% |
| YTD | -20.7% | +19.1% | -39.8% | -26.8% |
| 1Y | -8.5% | +26.8% | -35.3% | -17.4% |
| 3Y | +101.8% | +63.9% | +37.9% | +63.3% |
| 5Y | -9.6% | +75.7% | -85.3% | -28.3% |
| All | -5.2% | +119.4% | -124.6% | -25.5% |
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