+216.7%
CTVA vs RNG
-42.3%
+259.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.5% | -6.1% | +1.6% | -4.0% |
| 30D | +11.3% | +9.6% | +1.7% | +10.5% |
| 3M | +12.3% | +83.3% | -71.0% | +6.4% |
| 6M | +7.2% | +77.9% | -70.8% | +1.3% |
| YTD | +26.0% | +139.9% | -113.9% | +14.8% |
| 1Y | +16.0% | +121.7% | -105.6% | +6.3% |
| 3Y | +73.9% | +121.9% | -48.0% | +56.2% |
| 5Y | +103.8% | -68.4% | +172.1% | +114.8% |
| All | +216.7% | -42.3% | +259.0% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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