+131.2%
CTVA vs ROL
+68.7%
+62.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.5% | -22.8% | -23.8% |
| 7D | -23.7% | -1.7% | -22.0% | -23.1% |
| 30D | -31.2% | +18.5% | -49.7% | -34.8% |
| 3M | -18.7% | +4.3% | -23.1% | -20.0% |
| 6M | -25.5% | -27.7% | +2.2% | -17.8% |
| YTD | -8.0% | -35.8% | +27.8% | +5.1% |
| 1Y | -7.0% | -34.1% | +27.1% | +5.2% |
| 3Y | +45.2% | +2.9% | +42.3% | +37.7% |
| 5Y | +32.3% | +12.7% | +19.5% | +18.1% |
| All | +131.2% | +68.7% | +62.5% | +56.3% |
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