+74.1%
CTVA vs ROIV
+276.5%
-202.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | -20.8% | +1.7% | -22.4% | -20.7% |
| 30D | -29.6% | +17.6% | -47.2% | -30.1% |
| 3M | -16.9% | +9.0% | -25.9% | -17.3% |
| 6M | -24.3% | +35.3% | -59.5% | -25.7% |
| YTD | -5.6% | +82.2% | -87.8% | -9.1% |
| 1Y | -4.2% | +92.3% | -96.4% | -8.1% |
| 3Y | +43.3% | +336.8% | -293.5% | +30.6% |
| 5Y | +35.7% | +370.6% | -334.9% | +17.3% |
| All | +74.1% | +276.5% | -202.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling