+138.0%
DIA vs CTVA
+223.3%
-85.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -0.2% | +4.9% | -5.1% | -1.8% |
| 30D | -1.5% | +11.9% | -13.4% | -5.1% |
| 3M | +3.8% | +13.7% | -9.9% | -1.1% |
| 6M | +10.3% | +13.1% | -2.9% | +4.9% |
| YTD | +12.1% | +32.0% | -19.9% | +1.2% |
| 1Y | +18.6% | +22.1% | -3.4% | +9.4% |
| 3Y | +60.6% | +77.5% | -16.9% | +27.8% |
| 5Y | +64.4% | +106.3% | -41.9% | +20.8% |
| All | +138.0% | +223.3% | -85.3% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling