+216.7%
CTVA vs ROL
+53.7%
+163.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -4.5% | -3.2% | -1.4% | -3.5% |
| 30D | +11.3% | -4.9% | +16.2% | +13.1% |
| 3M | +12.3% | -25.8% | +38.1% | +23.1% |
| 6M | +7.2% | -37.6% | +44.7% | +24.0% |
| YTD | +26.0% | -41.5% | +67.5% | +48.5% |
| 1Y | +16.0% | -39.5% | +55.5% | +34.8% |
| 3Y | +73.9% | +0.1% | +73.8% | +65.5% |
| 5Y | +103.8% | -4.6% | +108.4% | +92.8% |
| All | +216.7% | +53.7% | +163.0% | +120.8% |
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