+84.5%
CTVA vs ROP
-5.5%
+90.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -1.0% | -2.9% | +2.0% | -0.3% |
| 30D | -8.7% | +30.1% | -38.8% | -14.5% |
| 3M | +6.4% | +19.9% | -13.5% | +1.4% |
| 6M | -1.9% | +46.0% | -47.9% | -11.1% |
| YTD | +21.5% | +8.4% | +13.2% | +21.9% |
| 1Y | +24.3% | +8.8% | +15.5% | +24.4% |
| All | +84.5% | -5.5% | +90.0% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling