+17.1%
DLR vs CTVA
-4.9%
+22.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -1.9% |
| 7D | +3.3% | -20.8% | +24.1% | +3.5% |
| 30D | +4.6% | -29.6% | +34.2% | +5.4% |
| 3M | -8.3% | -16.9% | +8.6% | -8.7% |
| 6M | -5.6% | -24.3% | +18.6% | -5.4% |
| YTD | +18.7% | -5.6% | +24.3% | +17.2% |
| 1Y | +17.1% | -4.2% | +21.3% | +15.2% |
| All | +17.1% | -4.9% | +22.0% | +15.2% |
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