+118.7%
CSX vs CTVA
+223.3%
-104.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | -3.4% | +4.9% | -8.3% | -5.3% |
| 30D | -3.1% | +11.9% | -15.0% | -7.5% |
| 3M | +7.2% | +13.7% | -6.5% | +1.0% |
| 6M | +16.2% | +13.1% | +3.0% | +9.3% |
| YTD | +37.5% | +32.0% | +5.6% | +21.5% |
| 1Y | +53.2% | +22.1% | +31.2% | +39.0% |
| 3Y | +68.2% | +77.5% | -9.2% | +27.3% |
| 5Y | +65.2% | +106.3% | -41.0% | +12.7% |
| All | +118.7% | +223.3% | -104.6% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling