+231.7%
CTVA vs ROL
+58.7%
+172.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +4.9% | -1.4% | +6.4% | +5.4% |
| 30D | +11.9% | -4.1% | +16.0% | +13.4% |
| 3M | +13.7% | -22.5% | +36.2% | +22.8% |
| 6M | +13.1% | -37.7% | +50.8% | +31.1% |
| YTD | +32.0% | -39.6% | +71.5% | +53.9% |
| 1Y | +22.1% | -36.0% | +58.1% | +39.2% |
| 3Y | +77.5% | -5.1% | +82.6% | +72.6% |
| 5Y | +106.3% | -3.4% | +109.7% | +94.8% |
| All | +231.7% | +58.7% | +172.9% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling