-4.2%
CTVA vs RL
+15.3%
-19.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | -20.8% | +2.6% | -23.3% | -20.9% |
| 30D | -29.6% | +2.9% | -32.6% | -29.7% |
| 3M | -16.9% | 0.0% | -16.9% | -16.6% |
| 6M | -24.3% | +17.1% | -41.4% | -25.1% |
| YTD | -5.6% | +10.1% | -15.7% | -7.2% |
| 1Y | -4.2% | +17.3% | -21.5% | -8.0% |
| All | -4.2% | +15.3% | -19.4% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling