+100.8%
DLR vs CTVA
+223.3%
-122.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +1.6% | +4.9% | -3.4% | +0.5% |
| 30D | -3.4% | +11.9% | -15.3% | -5.8% |
| 3M | +0.5% | +13.7% | -13.2% | -2.7% |
| 6M | +4.6% | +13.1% | -8.6% | +1.2% |
| YTD | +23.4% | +32.0% | -8.5% | +15.3% |
| 1Y | +19.0% | +22.1% | -3.0% | +12.8% |
| 3Y | +56.5% | +77.5% | -21.0% | +34.0% |
| 5Y | +33.3% | +106.3% | -73.0% | +8.9% |
| All | +100.8% | +223.3% | -122.5% | +31.6% |
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