+231.7%
CTVA vs RIG
-16.2%
+247.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.5% |
| 7D | +4.9% | +0.9% | +4.1% | +4.8% |
| 30D | +11.9% | +13.8% | -1.9% | +10.0% |
| 3M | +13.7% | -6.4% | +20.1% | +14.2% |
| 6M | +13.1% | -8.2% | +21.3% | +13.4% |
| YTD | +32.0% | +41.6% | -9.7% | +24.6% |
| 1Y | +22.1% | +88.7% | -66.6% | +10.4% |
| 3Y | +77.5% | -30.9% | +108.3% | +76.8% |
| 5Y | +106.3% | +57.7% | +48.6% | +76.2% |
| All | +231.7% | -16.2% | +247.8% | +155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling