+63.6%
DIA vs CTVA
+103.5%
-39.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -1.2% | -5.8% | +4.6% | +0.2% |
| 30D | -2.7% | +11.1% | -13.8% | -5.2% |
| 3M | +3.3% | +13.2% | -10.0% | -0.5% |
| 6M | +10.4% | +8.7% | +1.7% | +7.3% |
| YTD | +10.0% | +27.3% | -17.3% | +2.3% |
| 1Y | +16.2% | +18.0% | -1.8% | +10.0% |
| 3Y | +58.7% | +76.5% | -17.7% | +33.3% |
| 5Y | +63.6% | +105.1% | -41.5% | +29.3% |
| All | +63.6% | +103.5% | -39.9% | +29.3% |
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