+3,620.8%
CSX vs OVV
+148.3%
+3,472.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -1.7% |
| 7D | -2.7% | -14.9% | +12.2% | +0.9% |
| 30D | +7.0% | -0.9% | +7.9% | +7.0% |
| 3M | -0.3% | +5.6% | -5.9% | -2.1% |
| 6M | +13.5% | -2.5% | +16.0% | +13.1% |
| YTD | +41.5% | +57.8% | -16.3% | +25.1% |
| 1Y | +45.8% | +70.1% | -24.3% | +26.4% |
| 3Y | +74.4% | +35.1% | +39.2% | +54.9% |
| 5Y | +53.6% | +86.1% | -32.5% | +18.9% |
| 10Y | +465.6% | +55.5% | +410.1% | +230.4% |
| All | +3,620.8% | +148.3% | +3,472.5% | +1,710.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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