+78.4%
CTVA vs RRC
+135.4%
-57.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -8.7% | +25.2% | -33.9% | -13.0% |
| 3M | +6.4% | +27.8% | -21.4% | +0.9% |
| 6M | -1.9% | +27.2% | -29.1% | -7.1% |
| YTD | +21.5% | +48.2% | -26.6% | +11.4% |
| 1Y | +24.3% | +34.7% | -10.4% | +15.9% |
| 3Y | +91.8% | +62.2% | +29.6% | +68.8% |
| 5Y | +78.4% | +130.9% | -52.5% | +47.0% |
| All | +78.4% | +135.4% | -57.0% | +47.0% |
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