+219.9%
CTVA vs ROK
+209.3%
+10.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | +11.1% | -1.8% | +12.9% | +11.7% |
| 3M | +13.2% | -7.2% | +20.4% | +15.5% |
| 6M | +8.7% | +14.2% | -5.4% | +1.1% |
| YTD | +27.3% | +10.6% | +16.7% | +19.6% |
| 1Y | +18.0% | +25.9% | -7.9% | +4.5% |
| 3Y | +76.5% | +50.8% | +25.7% | +38.9% |
| 5Y | +105.1% | +47.0% | +58.1% | +57.5% |
| All | +219.9% | +209.3% | +10.7% | +48.1% |
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