-99.9%
DFNS vs CTVA
+76.0%
-175.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -5.5% |
| 7D | +4.6% | -5.8% | +10.4% | +0.8% |
| 30D | -73.9% | +11.1% | -84.9% | -71.8% |
| 3M | -71.7% | +13.2% | -84.9% | -69.5% |
| 6M | -94.6% | +8.7% | -103.3% | -94.3% |
| YTD | -98.1% | +27.3% | -125.4% | -97.7% |
| 1Y | -98.3% | +18.0% | -116.3% | -98.1% |
| All | -99.9% | +76.0% | -175.9% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling