+224.3%
CTVA vs RNG
-41.2%
+265.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.1% | -1.9% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +12.0% | +11.4% | +0.6% | +11.0% |
| 3M | +13.5% | +72.1% | -58.6% | +8.1% |
| 6M | +12.1% | +67.9% | -55.8% | +6.5% |
| YTD | +29.0% | +144.3% | -115.3% | +17.4% |
| 1Y | +18.9% | +117.5% | -98.7% | +9.1% |
| 3Y | +78.9% | +123.9% | -45.0% | +60.5% |
| 5Y | +105.2% | -70.1% | +175.3% | +118.2% |
| All | +224.3% | -41.2% | +265.5% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling