+79.5%
CSX vs CTVA
+45.6%
+33.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -24.3% | +25.3% | +5.0% |
| 7D | +3.1% | -23.7% | +26.8% | +7.0% |
| 30D | +9.7% | -31.2% | +40.9% | +16.3% |
| 3M | +4.9% | -18.7% | +23.7% | +6.2% |
| 6M | +18.4% | -25.5% | +43.9% | +21.8% |
| YTD | +45.9% | -8.0% | +53.9% | +41.2% |
| 1Y | +50.0% | -7.0% | +57.0% | +44.7% |
| All | +79.5% | +45.6% | +33.9% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling