+58.3%
CSX vs CTVA
+34.7%
+23.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.3% |
| 7D | +6.0% | -20.8% | +26.7% | +10.4% |
| 30D | +7.8% | -29.6% | +37.4% | +15.8% |
| 3M | +4.1% | -16.9% | +21.0% | +5.9% |
| 6M | +17.9% | -24.3% | +42.2% | +22.6% |
| YTD | +44.9% | -5.6% | +50.5% | +40.3% |
| 1Y | +51.1% | -4.2% | +55.3% | +45.6% |
| 3Y | +78.3% | +43.3% | +35.0% | +48.7% |
| All | +58.3% | +34.7% | +23.6% | +24.8% |
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