+231.7%
CTVA vs RGEN
+148.1%
+83.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +4.9% | -4.9% | +9.9% | +5.6% |
| 30D | +11.9% | +5.7% | +6.2% | +11.0% |
| 3M | +13.7% | +32.4% | -18.8% | +9.1% |
| 6M | +13.1% | +33.2% | -20.0% | +8.0% |
| YTD | +32.0% | +2.3% | +29.7% | +30.4% |
| 1Y | +22.1% | +39.0% | -16.9% | +15.0% |
| 3Y | +77.5% | -4.6% | +82.1% | +71.4% |
| 5Y | +106.3% | -42.7% | +149.0% | +107.4% |
| All | +231.7% | +148.1% | +83.5% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 all: compounded portfolio wealth divided by compounded RGEN 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…
all analysis · Full analysis span regression · 6 months rolling