+105.2%
CTVA vs RRC
+153.5%
-48.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -2.1% | -1.2% | -0.9% | -1.9% |
| 30D | +12.0% | +9.4% | +2.6% | +10.2% |
| 3M | +13.5% | +7.4% | +6.1% | +11.8% |
| 6M | +12.1% | +1.5% | +10.6% | +11.4% |
| YTD | +29.0% | +19.4% | +9.6% | +24.1% |
| 1Y | +18.9% | +24.2% | -5.4% | +12.8% |
| 3Y | +78.9% | +32.8% | +46.1% | +64.6% |
| 5Y | +105.2% | +152.9% | -47.7% | +60.3% |
| All | +105.2% | +153.5% | -48.3% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling