+48.2%
CSX vs CTVA
+74.6%
-26.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -5.5% | +2.2% | -7.8% | -6.0% |
| 30D | +4.9% | -17.6% | +22.6% | +10.2% |
| 3M | -2.9% | +3.4% | -6.3% | -4.8% |
| 6M | +8.3% | -2.6% | +10.9% | +7.4% |
| YTD | +36.7% | +19.1% | +17.6% | +27.0% |
| 1Y | +41.5% | +26.8% | +14.7% | +28.9% |
| 3Y | +68.6% | +63.9% | +4.8% | +39.7% |
| All | +48.2% | +74.6% | -26.4% | +9.2% |
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