+143.3%
CTVA vs ROIV
+232.7%
-89.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | +4.9% | +0.6% | +4.3% | +4.9% |
| 30D | +11.9% | +1.0% | +11.0% | +11.8% |
| 3M | +13.7% | +18.3% | -4.6% | +12.5% |
| 6M | +13.1% | +18.3% | -5.2% | +11.8% |
| YTD | +32.0% | +61.0% | -29.0% | +27.9% |
| 1Y | +22.1% | +177.9% | -155.8% | +14.4% |
| 3Y | +77.5% | +199.1% | -121.6% | +64.3% |
| 5Y | +106.3% | +250.7% | -144.4% | +84.5% |
| All | +143.3% | +232.7% | -89.4% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling