+76.9%
DHR vs CTVA
+208.7%
-131.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -3.6% | -4.5% | +0.9% | -2.6% |
| 30D | -2.7% | +11.3% | -14.1% | -5.3% |
| 3M | +10.9% | +12.3% | -1.4% | +7.4% |
| 6M | +3.0% | +7.2% | -4.1% | +0.6% |
| YTD | -12.2% | +26.0% | -38.2% | -17.8% |
| 1Y | +3.3% | +16.0% | -12.7% | -1.6% |
| 3Y | -8.2% | +73.9% | -82.1% | -22.1% |
| 5Y | -29.9% | +103.8% | -133.7% | -43.0% |
| All | +76.9% | +208.7% | -131.9% | +23.2% |
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 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