+58.3%
DLR vs CTVA
+76.0%
-17.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +2.9% | -5.8% | +8.7% | +3.7% |
| 30D | -1.2% | +11.1% | -12.2% | -2.7% |
| 3M | +2.9% | +13.2% | -10.3% | +0.8% |
| 6M | +6.7% | +8.7% | -2.0% | +5.0% |
| YTD | +23.9% | +27.3% | -3.4% | +18.9% |
| 1Y | +18.6% | +18.0% | +0.6% | +15.0% |
| All | +58.3% | +76.0% | -17.7% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling