+218.9%
CTVA vs ROP
+14.3%
+204.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | -4.7% | -8.0% | +3.3% | -0.9% |
| 30D | +11.1% | -2.7% | +13.8% | +12.4% |
| 3M | +13.7% | +16.6% | -2.9% | +4.8% |
| 6M | +11.2% | +10.4% | +0.8% | +4.5% |
| YTD | +26.9% | -12.1% | +39.0% | +33.4% |
| 1Y | +18.8% | -23.6% | +42.4% | +34.7% |
| 3Y | +75.9% | -19.3% | +95.3% | +90.5% |
| 5Y | +105.2% | -15.4% | +120.6% | +111.8% |
| All | +218.9% | +14.3% | +204.6% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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