+324.3%
DOCN vs CTVA
+76.0%
+248.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.2% |
| 7D | +1.1% | +4.9% | -3.8% | -1.2% |
| 30D | -9.6% | +11.9% | -21.6% | -14.5% |
| 3M | -37.7% | +13.7% | -51.4% | -42.7% |
| 6M | +115.2% | +13.1% | +102.1% | +98.8% |
| YTD | +133.7% | +32.0% | +101.8% | +98.7% |
| 1Y | +250.2% | +22.1% | +228.1% | +207.8% |
| All | +324.3% | +76.0% | +248.2% | +203.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling