+78.9%
CTVA vs ROL
+16.5%
+62.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.4% | +3.4% | -1.0% | +1.6% |
| 30D | -8.1% | +20.8% | -28.8% | -12.1% |
| 3M | +6.3% | +3.7% | +2.6% | +5.1% |
| 6M | +0.4% | -27.7% | +28.1% | +7.6% |
| YTD | +21.8% | -34.9% | +56.7% | +33.6% |
| 1Y | +24.9% | -33.3% | +58.2% | +36.0% |
| 3Y | +92.3% | +4.3% | +88.0% | +83.5% |
| 5Y | +78.9% | +15.0% | +63.9% | +67.0% |
| All | +78.9% | +16.5% | +62.4% | +67.0% |
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 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