+78.4%
CTVA vs ROP
+1.6%
+76.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -1.0% | -2.9% | +2.0% | -0.1% |
| 30D | -8.7% | +30.1% | -38.8% | -16.1% |
| 3M | +6.4% | +19.9% | -13.5% | +0.2% |
| 6M | -1.9% | +46.0% | -47.9% | -13.7% |
| YTD | +21.5% | +8.4% | +13.2% | +19.1% |
| 1Y | +24.3% | +8.8% | +15.5% | +21.5% |
| 3Y | +91.8% | -5.6% | +97.5% | +98.3% |
| 5Y | +78.4% | +3.0% | +75.4% | +73.6% |
| All | +78.4% | +1.6% | +76.8% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling