+216.7%
CTVA vs RIG
-18.8%
+235.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -4.5% | -3.1% | -1.4% | -4.1% |
| 30D | +11.3% | -0.5% | +11.8% | +11.4% |
| 3M | +12.3% | -6.0% | +18.3% | +12.8% |
| 6M | +7.2% | -10.1% | +17.3% | +7.7% |
| YTD | +26.0% | +37.3% | -11.3% | +19.4% |
| 1Y | +16.0% | +73.9% | -57.9% | +6.1% |
| 3Y | +73.9% | -30.2% | +104.1% | +73.1% |
| 5Y | +103.8% | +62.5% | +41.3% | +73.6% |
| All | +216.7% | -18.8% | +235.5% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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