+75.7%
CTVA vs RIG
-31.2%
+106.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | -5.8% | -8.2% | +2.4% | -4.7% |
| 30D | +11.1% | -0.2% | +11.2% | +11.1% |
| 3M | +13.2% | -2.7% | +16.0% | +13.4% |
| 6M | +8.7% | -7.5% | +16.2% | +8.9% |
| YTD | +27.3% | +38.3% | -11.0% | +18.9% |
| 1Y | +18.0% | +81.8% | -63.9% | +4.8% |
| All | +75.7% | -31.2% | +106.9% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling