+32.0%
CTVA vs ROK
+25.3%
+6.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.2% |
| 7D | +8.2% | 0.0% | +8.2% | +8.2% |
| 30D | -1.0% | -2.5% | +1.4% | -0.9% |
| 3M | +4.6% | 0.0% | +4.6% | +4.5% |
| 6M | +0.5% | +11.6% | -11.1% | -2.8% |
| YTD | +22.7% | +15.2% | +7.5% | +19.0% |
| 1Y | +32.0% | +25.0% | +7.0% | +24.0% |
| All | +32.0% | +25.3% | +6.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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