+216.7%
CTVA vs ROST
+167.9%
+48.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.5% |
| 7D | -4.5% | +0.2% | -4.7% | -4.6% |
| 30D | +11.3% | -6.9% | +18.2% | +14.0% |
| 3M | +12.3% | -3.3% | +15.6% | +13.2% |
| 6M | +7.2% | +9.0% | -1.9% | +2.9% |
| YTD | +26.0% | +28.9% | -2.9% | +13.5% |
| 1Y | +16.0% | +54.0% | -38.0% | -2.4% |
| 3Y | +73.9% | +100.7% | -26.8% | +29.9% |
| 5Y | +103.8% | +116.0% | -12.2% | +42.9% |
| All | +216.7% | +167.9% | +48.9% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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