-29.8%
DHR vs CTVA
+102.0%
-131.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -5.0% | -4.7% | -0.3% | -3.9% |
| 30D | -3.3% | +11.1% | -14.4% | -5.8% |
| 3M | +9.4% | +13.7% | -4.3% | +5.5% |
| 6M | +3.2% | +11.2% | -8.1% | -0.3% |
| YTD | -12.0% | +26.9% | -38.9% | -18.0% |
| 1Y | +4.9% | +18.8% | -13.9% | -0.7% |
| 3Y | -7.4% | +75.9% | -83.3% | -22.3% |
| 5Y | -29.8% | +105.2% | -135.0% | -40.0% |
| All | -29.8% | +102.0% | -131.7% | -40.0% |
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