+11.7%
DASH vs CTVA
+143.0%
-131.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.4% |
| 7D | -10.6% | +4.9% | -15.5% | -11.9% |
| 30D | +2.2% | +11.9% | -9.8% | -1.2% |
| 3M | +32.3% | +13.7% | +18.6% | +26.4% |
| 6M | +19.1% | +13.1% | +6.0% | +13.3% |
| YTD | -6.5% | +32.0% | -38.5% | -15.6% |
| 1Y | -14.9% | +22.1% | -37.0% | -21.5% |
| 3Y | +151.9% | +77.5% | +74.5% | +100.8% |
| 5Y | +9.4% | +106.3% | -96.8% | -16.2% |
| All | +11.7% | +143.0% | -131.3% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling