+75.7%
CTVA vs ROL
-1.5%
+77.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.1% |
| 7D | -5.8% | -3.3% | -2.5% | -5.3% |
| 30D | +11.1% | -7.2% | +18.3% | +12.5% |
| 3M | +13.2% | -27.0% | +40.2% | +19.2% |
| 6M | +8.7% | -39.5% | +48.2% | +18.6% |
| YTD | +27.3% | -41.8% | +69.1% | +39.6% |
| 1Y | +18.0% | -38.9% | +56.9% | +28.1% |
| All | +75.7% | -1.5% | +77.1% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling