+11.8%
DIA vs CTVA
-4.9%
+16.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | 0.0% |
| 7D | +2.1% | -20.8% | +22.9% | +2.9% |
| 30D | +1.5% | -29.6% | +31.1% | +2.6% |
| 3M | -2.4% | -16.9% | +14.5% | -2.2% |
| 6M | +6.0% | -24.3% | +30.2% | +6.0% |
| YTD | +10.1% | -5.6% | +15.7% | +4.5% |
| 1Y | +11.8% | -4.2% | +16.0% | +5.8% |
| All | +11.8% | -4.9% | +16.7% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling