+105.2%
CTVA vs RIG
+58.5%
+46.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -4.7% | -4.2% | -0.5% | -4.1% |
| 30D | +11.1% | -0.7% | +11.8% | +11.2% |
| 3M | +13.7% | -4.0% | +17.7% | +14.0% |
| 6M | +11.2% | -6.3% | +17.5% | +11.2% |
| YTD | +26.9% | +39.7% | -12.8% | +18.9% |
| 1Y | +18.8% | +78.1% | -59.3% | +6.7% |
| 3Y | +75.9% | -29.5% | +105.4% | +74.5% |
| 5Y | +105.2% | +65.3% | +39.9% | +69.2% |
| All | +105.2% | +58.5% | +46.7% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling