+218.9%
CTVA vs RL
+251.1%
-32.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.7% | -2.2% | -2.5% | -4.1% |
| 30D | +11.1% | -15.3% | +26.4% | +16.5% |
| 3M | +13.7% | -10.3% | +24.1% | +16.9% |
| 6M | +11.2% | -2.2% | +13.5% | +10.2% |
| YTD | +26.9% | -4.3% | +31.2% | +26.3% |
| 1Y | +18.8% | +8.9% | +9.9% | +13.3% |
| 3Y | +75.9% | +201.4% | -125.5% | +15.1% |
| 5Y | +105.2% | +230.6% | -125.4% | +23.8% |
| All | +218.9% | +251.1% | -32.1% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling