+84.5%
CTVA vs ROST
+102.3%
-17.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -1.0% | -1.8% | +0.8% | -0.6% |
| 30D | -8.7% | +6.8% | -15.6% | -10.0% |
| 3M | +6.4% | -4.0% | +10.4% | +7.1% |
| 6M | -1.9% | +12.9% | -14.8% | -4.7% |
| YTD | +21.5% | +34.7% | -13.2% | +12.2% |
| 1Y | +24.3% | +49.5% | -25.2% | +11.3% |
| All | +84.5% | +102.3% | -17.9% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling