+56.8%
RGTI vs CTVA
+102.9%
-46.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.2% |
| 7D | +0.5% | -4.5% | +5.0% | +3.6% |
| 30D | -17.1% | +11.3% | -28.4% | -23.5% |
| 3M | -26.0% | +12.3% | -38.3% | -34.6% |
| 6M | -9.9% | +7.2% | -17.0% | -17.5% |
| YTD | -31.1% | +26.0% | -57.1% | -44.3% |
| 1Y | -8.5% | +16.0% | -24.5% | -21.7% |
| 3Y | +652.2% | +73.9% | +578.3% | +382.3% |
| All | +56.8% | +102.9% | -46.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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