+137.3%
CTVA vs ROK
+192.1%
-54.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -20.8% | +7.1% | -27.8% | -22.8% |
| 30D | -29.6% | -5.0% | -24.7% | -28.7% |
| 3M | -16.9% | -9.4% | -7.5% | -14.5% |
| 6M | -24.3% | -11.0% | -13.3% | -22.3% |
| YTD | -5.6% | +4.4% | -10.0% | -10.1% |
| 1Y | -4.2% | +7.4% | -11.6% | -10.0% |
| 3Y | +43.3% | +61.0% | -17.7% | +8.3% |
| 5Y | +35.7% | +30.4% | +5.3% | +10.0% |
| All | +137.3% | +192.1% | -54.9% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling