-35.5%
DOW vs CTVA
+102.0%
-137.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.4% | -4.7% | +2.3% | -0.1% |
| 30D | -4.1% | +11.1% | -15.2% | -9.0% |
| 3M | -12.4% | +13.7% | -26.1% | -18.9% |
| 6M | -10.6% | +11.2% | -21.8% | -16.0% |
| YTD | +31.1% | +26.9% | +4.2% | +15.6% |
| 1Y | +30.5% | +18.8% | +11.7% | +18.3% |
| 3Y | -34.4% | +75.9% | -110.3% | -50.2% |
| 5Y | -35.5% | +105.2% | -140.7% | -56.9% |
| All | -35.5% | +102.0% | -137.5% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling