+123.5%
CTVA vs ROIV
+287.3%
-163.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.5% |
| 7D | +1.6% | +13.3% | -11.7% | +1.0% |
| 30D | -8.5% | +14.8% | -23.3% | -9.2% |
| 3M | +5.3% | +11.9% | -6.6% | +4.5% |
| 6M | -0.1% | +42.4% | -42.5% | -2.3% |
| YTD | +21.2% | +87.4% | -66.2% | +16.4% |
| 1Y | +27.0% | +97.2% | -70.2% | +21.6% |
| 3Y | +87.2% | +375.7% | -288.5% | +69.9% |
| 5Y | +77.9% | +379.0% | -301.1% | +53.4% |
| All | +123.5% | +287.3% | -163.8% | +97.0% |
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