+219.9%
CTVA vs RL
+250.0%
-30.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.4% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | +11.1% | -17.5% | +28.6% | +17.3% |
| 3M | +13.2% | -14.0% | +27.2% | +17.8% |
| 6M | +8.7% | -2.0% | +10.7% | +7.7% |
| YTD | +27.3% | -4.6% | +31.9% | +26.8% |
| 1Y | +18.0% | +9.5% | +8.5% | +12.3% |
| 3Y | +76.5% | +200.5% | -124.0% | +15.6% |
| 5Y | +105.1% | +226.3% | -121.2% | +24.3% |
| All | +219.9% | +250.0% | -30.1% | +76.5% |
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