+84.2%
DOCN vs CTVA
+85.5%
-1.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.8% | +6.3% | +7.4% |
| 7D | -12.8% | +1.6% | -14.4% | -13.2% |
| 30D | -41.9% | -8.5% | -33.4% | -40.2% |
| 3M | -36.9% | +5.3% | -42.2% | -40.1% |
| 6M | -52.2% | -0.1% | -52.2% | -54.3% |
| YTD | +62.7% | +21.2% | +41.5% | +41.8% |
| 1Y | +58.2% | +27.0% | +31.2% | +34.6% |
| 3Y | +219.5% | +87.2% | +132.2% | +124.8% |
| 5Y | -32.9% | +77.9% | -110.8% | -52.1% |
| All | +84.2% | +85.5% | -1.2% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling