+105.1%
CTVA vs RSG
+89.9%
+15.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.0% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | +11.3% | +4.0% | +7.4% | +9.7% |
| 3M | +12.3% | +7.4% | +4.9% | +9.2% |
| 6M | +7.2% | +0.1% | +7.1% | +6.9% |
| YTD | +26.0% | +6.0% | +20.0% | +22.7% |
| 1Y | +16.0% | -3.0% | +19.0% | +17.1% |
| 3Y | +73.9% | +56.5% | +17.4% | +39.0% |
| All | +105.1% | +89.9% | +15.2% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling