+73.9%
CTVA vs RRX
+5.4%
+68.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.2% |
| 7D | -4.5% | -0.3% | -4.2% | -4.5% |
| 30D | +11.3% | -6.1% | +17.5% | +12.3% |
| 3M | +12.3% | -23.1% | +35.4% | +15.8% |
| 6M | +7.2% | -19.5% | +26.7% | +9.0% |
| YTD | +26.0% | +16.1% | +9.9% | +18.5% |
| 1Y | +16.0% | +12.9% | +3.1% | +9.2% |
| 3Y | +73.9% | +7.9% | +66.0% | +61.5% |
| All | +73.9% | +5.4% | +68.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling