+219.9%
CTVA vs RRC
+461.6%
-241.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -5.8% | -1.7% | -4.1% | -5.6% |
| 30D | +11.1% | +3.6% | +7.5% | +10.5% |
| 3M | +13.2% | +8.8% | +4.4% | +11.7% |
| 6M | +8.7% | +0.8% | +7.9% | +8.3% |
| YTD | +27.3% | +19.0% | +8.3% | +23.5% |
| 1Y | +18.0% | +22.9% | -4.9% | +13.5% |
| 3Y | +76.5% | +32.3% | +44.2% | +66.0% |
| 5Y | +105.1% | +151.6% | -46.5% | +72.1% |
| All | +219.9% | +461.6% | -241.7% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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