+206.2%
CTVA vs RL
+317.9%
-111.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +2.4% | +1.3% | +1.1% | +2.0% |
| 30D | -8.1% | +7.6% | -15.7% | -10.2% |
| 3M | +6.3% | -1.5% | +7.8% | +6.3% |
| 6M | +0.4% | +12.1% | -11.7% | -4.1% |
| YTD | +21.8% | +13.9% | +7.9% | +14.9% |
| 1Y | +24.9% | +20.7% | +4.2% | +15.5% |
| 3Y | +92.3% | +260.6% | -168.3% | +19.2% |
| 5Y | +78.9% | +248.9% | -170.0% | +7.8% |
| All | +206.2% | +317.9% | -111.7% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling