-29.3%
DASH vs CTVA
+34.7%
-64.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.3% |
| 7D | -4.5% | -20.8% | +16.2% | +0.7% |
| 30D | -6.8% | -29.6% | +22.8% | +1.7% |
| 3M | -20.7% | -16.9% | -3.8% | -18.3% |
| 6M | +15.1% | -24.3% | +39.3% | +21.2% |
| YTD | -24.3% | -5.6% | -18.7% | -26.8% |
| 1Y | -12.1% | -4.2% | -8.0% | -15.7% |
| 3Y | +91.1% | +43.3% | +47.8% | +52.2% |
| All | -29.3% | +34.7% | -64.0% | -46.7% |
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