+116.4%
DOCN vs CTVA
+33.4%
+83.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.2% | -10.4% | -6.7% |
| 7D | -20.0% | +8.2% | -28.2% | -19.1% |
| 30D | -38.8% | -1.0% | -37.7% | -38.7% |
| 3M | -34.8% | +4.6% | -39.4% | -36.1% |
| 6M | -22.8% | +0.5% | -23.3% | -24.7% |
| YTD | +74.6% | +22.7% | +51.9% | +47.0% |
| 1Y | +116.4% | +32.0% | +84.5% | +64.6% |
| All | +116.4% | +33.4% | +83.0% | +64.6% |
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 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