+105.1%
CTVA vs ROP
-16.4%
+121.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | -5.8% | -6.1% | +0.3% | -4.0% |
| 30D | +11.1% | -3.4% | +14.4% | +12.1% |
| 3M | +13.2% | +16.7% | -3.5% | +7.2% |
| 6M | +8.7% | +8.1% | +0.7% | +5.4% |
| YTD | +27.3% | -11.7% | +39.0% | +33.3% |
| 1Y | +18.0% | -24.2% | +42.2% | +31.9% |
| 3Y | +76.5% | -19.0% | +95.4% | +90.4% |
| 5Y | +105.1% | -15.9% | +121.0% | +111.5% |
| All | +105.1% | -16.4% | +121.5% | +111.5% |
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