+32.0%
CTVA vs RSG
+19.5%
+12.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.9% |
| 7D | +8.2% | +5.1% | +3.1% | +6.8% |
| 30D | -1.0% | +15.3% | -16.4% | -4.3% |
| 3M | +4.6% | +18.6% | -14.0% | +0.6% |
| 6M | +0.5% | +19.5% | -19.1% | -3.2% |
| YTD | +22.7% | +17.2% | +5.5% | +19.8% |
| 1Y | +32.0% | +19.6% | +12.4% | +28.8% |
| All | +32.0% | +19.5% | +12.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling