+134.7%
CTVA vs ROIV
+298.2%
-163.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -5.8% | +22.3% | -28.1% | -6.9% |
| 30D | +11.1% | +16.9% | -5.8% | +10.0% |
| 3M | +13.2% | +43.9% | -30.7% | +10.8% |
| 6M | +8.7% | +41.6% | -32.9% | +6.4% |
| YTD | +27.3% | +92.7% | -65.4% | +22.1% |
| 1Y | +18.0% | +210.2% | -192.2% | +10.0% |
| 3Y | +76.5% | +231.8% | -155.3% | +62.2% |
| 5Y | +105.1% | +319.8% | -214.7% | +81.5% |
| All | +134.7% | +298.2% | -163.5% | +106.7% |
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