+231.7%
CTVA vs RRC
+465.1%
-233.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +4.9% | +1.3% | +3.6% | +4.8% |
| 30D | +11.9% | +10.1% | +1.8% | +10.3% |
| 3M | +13.7% | +4.0% | +9.7% | +12.8% |
| 6M | +13.1% | +1.6% | +11.6% | +12.5% |
| YTD | +32.0% | +19.7% | +12.2% | +27.9% |
| 1Y | +22.1% | +21.4% | +0.7% | +17.7% |
| 3Y | +77.5% | +29.7% | +47.8% | +67.4% |
| 5Y | +106.3% | +153.9% | -47.6% | +72.8% |
| All | +231.7% | +465.1% | -233.5% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling