+70.5%
DOCN vs CTVA
+82.3%
-11.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.9% |
| 7D | -19.2% | +2.2% | -21.4% | -19.8% |
| 30D | -43.1% | -17.6% | -25.4% | -39.2% |
| 3M | -40.7% | +3.4% | -44.1% | -43.4% |
| 6M | -55.0% | -2.6% | -52.4% | -56.4% |
| YTD | +50.6% | +19.1% | +31.5% | +32.0% |
| 1Y | +54.0% | +26.8% | +27.2% | +30.7% |
| 3Y | +203.9% | +63.9% | +140.0% | +126.2% |
| 5Y | -29.4% | +75.7% | -105.1% | -49.3% |
| All | +70.5% | +82.3% | -11.7% | +23.4% |
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