+107.9%
CTVA vs ROL
-4.9%
+112.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.6% |
| 7D | -2.1% | -3.4% | +1.3% | -1.3% |
| 30D | +12.0% | -6.9% | +19.0% | +13.9% |
| 3M | +13.5% | -24.6% | +38.1% | +20.7% |
| 6M | +12.1% | -39.5% | +51.6% | +25.6% |
| YTD | +29.0% | -41.1% | +70.1% | +45.1% |
| 1Y | +18.9% | -37.9% | +56.8% | +31.7% |
| 3Y | +78.9% | +0.8% | +78.1% | +72.2% |
| All | +107.9% | -4.9% | +112.8% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling