-20.2%
DOW vs CTVA
+49.4%
-69.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | +5.2% | -20.8% | +26.0% | +11.1% |
| 30D | +13.2% | -29.6% | +42.8% | +25.1% |
| 3M | +10.1% | -16.9% | +27.0% | +10.9% |
| 6M | -13.1% | -24.3% | +11.2% | -9.2% |
| YTD | +46.1% | -5.6% | +51.7% | +36.5% |
| 1Y | +50.0% | -4.2% | +54.2% | +39.1% |
| 3Y | -20.2% | +43.3% | -63.5% | -32.7% |
| All | -20.2% | +49.4% | -69.7% | -32.7% |
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