+137.3%
CTVA vs RL
+304.0%
-166.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.9% |
| 7D | -20.8% | +2.6% | -23.3% | -21.3% |
| 30D | -29.6% | +2.9% | -32.6% | -30.3% |
| 3M | -16.9% | 0.0% | -16.9% | -17.2% |
| 6M | -24.3% | +17.1% | -41.4% | -28.5% |
| YTD | -5.6% | +10.1% | -15.7% | -10.1% |
| 1Y | -4.2% | +17.3% | -21.5% | -10.6% |
| 3Y | +43.3% | +249.3% | -206.1% | -10.3% |
| 5Y | +35.7% | +240.9% | -205.2% | -17.7% |
| All | +137.3% | +304.0% | -166.7% | +25.2% |
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