+54.1%
CSX vs CTVA
+18.5%
+35.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | +0.6% | -2.1% | +2.7% | +0.9% |
| 30D | -2.3% | +12.0% | -14.3% | -4.2% |
| 3M | +4.3% | +13.5% | -9.2% | +1.1% |
| 6M | +23.4% | +12.1% | +11.3% | +19.5% |
| YTD | +36.4% | +29.0% | +7.4% | +28.5% |
| All | +54.1% | +18.5% | +35.6% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling