+32.0%
CTVA vs ROL
-34.1%
+66.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +2.7% |
| 7D | +8.2% | +14.6% | -6.4% | +5.9% |
| 30D | -1.0% | +29.3% | -30.3% | -4.9% |
| 3M | +4.6% | +2.0% | +2.6% | +3.1% |
| 6M | +0.5% | -28.5% | +29.0% | +2.6% |
| YTD | +22.7% | -35.3% | +58.1% | +27.0% |
| 1Y | +32.0% | -34.7% | +66.7% | +35.5% |
| All | +32.0% | -34.1% | +66.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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