-19.3%
DRAM vs CTVA
-3.1%
-16.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.3% | +6.1% |
| 7D | -18.2% | +2.2% | -20.4% | -17.9% |
| 30D | -34.5% | -17.6% | -16.9% | -34.1% |
| 3M | -23.6% | +3.4% | -27.0% | -23.9% |
| 6M | -19.3% | -2.6% | -16.7% | -21.9% |
| All | -19.3% | -3.1% | -16.2% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling