+63.9%
CTVA vs ROIV
+314.9%
-251.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.3% | -1.6% |
| 7D | +2.2% | +5.3% | -3.1% | +1.8% |
| 30D | -17.6% | +11.9% | -29.5% | -18.4% |
| 3M | +3.4% | +10.7% | -7.3% | +2.1% |
| 6M | -2.6% | +34.9% | -37.5% | -6.3% |
| YTD | +19.1% | +79.2% | -60.1% | +9.6% |
| 1Y | +26.8% | +89.0% | -62.2% | +15.4% |
| 3Y | +63.9% | +337.3% | -273.5% | +13.8% |
| All | +63.9% | +314.9% | -251.1% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling