-7.0%
DASH vs CTVA
+74.6%
-81.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | -15.8% | +3.4% | -19.2% | -17.3% |
| 6M | +7.0% | -2.6% | +9.5% | +6.0% |
| YTD | -20.7% | +19.1% | -39.8% | -27.4% |
| 1Y | -8.5% | +26.8% | -35.3% | -18.3% |
| 3Y | +101.8% | +63.9% | +37.9% | +59.1% |
| All | -7.0% | +74.6% | -81.6% | -36.4% |
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 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