+54.4%
DLR vs CTVA
+49.4%
+4.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.1% |
| 7D | +3.3% | -20.8% | +24.1% | +5.1% |
| 30D | +4.6% | -29.6% | +34.2% | +7.9% |
| 3M | -8.3% | -16.9% | +8.6% | -7.8% |
| 6M | -5.6% | -24.3% | +18.6% | -4.1% |
| YTD | +18.7% | -5.6% | +24.3% | +16.3% |
| 1Y | +17.1% | -4.2% | +21.3% | +14.4% |
| 3Y | +54.4% | +43.3% | +11.1% | +41.2% |
| All | +54.4% | +49.4% | +4.9% | +41.2% |
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