+205.4%
CTVA vs ROL
+71.2%
+134.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -1.0% | +0.8% | -1.7% | -1.2% |
| 30D | -8.7% | +20.6% | -29.3% | -14.1% |
| 3M | +6.4% | +4.5% | +1.9% | +4.6% |
| 6M | -1.9% | -26.5% | +24.6% | +7.5% |
| YTD | +21.5% | -34.8% | +56.4% | +38.0% |
| 1Y | +24.3% | -33.2% | +57.5% | +39.8% |
| 3Y | +91.8% | +4.5% | +87.4% | +80.7% |
| 5Y | +78.4% | +15.5% | +62.9% | +57.6% |
| All | +205.4% | +71.2% | +134.3% | +105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling