+66.4%
DOCN vs CTVA
+84.4%
-18.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.8% | -14.1% | -15.2% |
| 7D | -29.3% | +5.0% | -34.2% | -30.5% |
| 30D | -46.0% | -13.4% | -32.6% | -43.5% |
| 3M | -43.2% | +2.2% | -45.4% | -45.4% |
| 6M | -53.7% | -3.9% | -49.8% | -54.8% |
| YTD | +46.9% | +20.5% | +26.4% | +28.3% |
| 1Y | +54.3% | +27.2% | +27.1% | +31.0% |
| 3Y | +185.5% | +64.9% | +120.6% | +112.2% |
| 5Y | -31.1% | +77.8% | -108.9% | -50.8% |
| All | +66.4% | +84.4% | -18.0% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling