+18.9%
CTVA vs ROIV
+221.6%
-202.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.8% | -21.0% | -2.0% |
| 7D | -2.1% | +20.2% | -22.2% | -1.9% |
| 30D | +12.0% | +14.1% | -2.1% | +12.3% |
| 3M | +13.5% | +45.6% | -32.1% | +13.3% |
| 6M | +12.1% | +44.1% | -32.0% | +11.9% |
| YTD | +29.0% | +91.2% | -62.1% | +28.6% |
| 1Y | +18.9% | +221.3% | -202.4% | +22.3% |
| All | +18.9% | +221.6% | -202.7% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling