+53.1%
RGTI vs CTVA
+85.4%
-32.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.1% | -4.7% | +4.5% | +2.9% |
| 30D | -16.2% | +11.1% | -27.3% | -22.2% |
| 3M | -22.0% | +13.7% | -35.7% | -31.1% |
| 6M | -10.8% | +11.2% | -22.0% | -20.0% |
| YTD | -31.6% | +26.9% | -58.5% | -44.1% |
| 1Y | -6.4% | +18.8% | -25.2% | -20.2% |
| 3Y | +665.7% | +75.9% | +589.7% | +406.5% |
| 5Y | +55.6% | +105.2% | -49.6% | +13.7% |
| All | +53.1% | +85.4% | -32.3% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling