+133.7%
DIA vs CTVA
+131.3%
+2.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.6% |
| 7D | +2.1% | -20.8% | +22.9% | +7.7% |
| 30D | +1.5% | -29.6% | +31.1% | +10.8% |
| 3M | -2.4% | -16.9% | +14.5% | +0.4% |
| 6M | +6.0% | -24.3% | +30.2% | +11.6% |
| YTD | +10.1% | -5.6% | +15.7% | +7.3% |
| 1Y | +11.8% | -4.2% | +16.0% | +8.4% |
| 3Y | +59.7% | +43.3% | +16.4% | +31.7% |
| 5Y | +57.9% | +35.7% | +22.2% | +29.7% |
| All | +133.7% | +131.3% | +2.5% | +42.6% |
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