+137.3%
CTVA vs ROL
+73.0%
+64.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | +0.1% | +1.8% |
| 7D | -20.8% | +3.0% | -23.7% | -21.4% |
| 30D | -29.6% | +19.8% | -49.4% | -33.5% |
| 3M | -16.9% | +7.9% | -24.8% | -19.0% |
| 6M | -24.3% | -25.6% | +1.4% | -17.2% |
| YTD | -5.6% | -34.1% | +28.5% | +7.0% |
| 1Y | -4.2% | -31.4% | +27.2% | +7.0% |
| 3Y | +43.3% | +4.7% | +38.6% | +35.2% |
| 5Y | +35.7% | +15.6% | +20.1% | +20.2% |
| All | +137.3% | +73.0% | +64.3% | +59.0% |
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