+68.6%
CSX vs CTVA
+63.2%
+5.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -5.5% | +2.2% | -7.8% | -5.9% |
| 30D | +4.9% | -17.6% | +22.6% | +9.0% |
| 3M | -2.9% | +3.4% | -6.3% | -4.5% |
| 6M | +8.3% | -2.6% | +10.9% | +7.5% |
| YTD | +36.7% | +19.1% | +17.6% | +28.4% |
| 1Y | +41.5% | +26.8% | +14.7% | +30.7% |
| 3Y | +68.6% | +63.9% | +4.8% | +48.4% |
| All | +68.6% | +63.2% | +5.4% | +48.4% |
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