+51.5%
DOCN vs CTVA
+26.7%
+24.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.8% | +6.3% | +8.3% |
| 7D | -12.8% | +1.6% | -14.4% | -12.5% |
| 30D | -41.9% | -8.5% | -33.4% | -42.4% |
| 3M | -36.9% | +5.3% | -42.2% | -38.3% |
| 6M | -52.2% | -0.1% | -52.2% | -53.6% |
| YTD | +62.7% | +21.2% | +41.5% | +49.6% |
| All | +51.5% | +26.7% | +24.9% | +39.3% |
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