+1,118.2%
CSX vs VCLT
+102.2%
+1,016.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -5.5% | +0.3% | -5.8% | -5.5% |
| 30D | +4.9% | +3.7% | +1.3% | +4.7% |
| 3M | -2.9% | -1.0% | -1.9% | -2.8% |
| 6M | +8.3% | -3.4% | +11.7% | +8.5% |
| YTD | +36.7% | -2.6% | +39.4% | +36.9% |
| 1Y | +41.5% | -3.3% | +44.8% | +41.7% |
| 3Y | +68.6% | +17.3% | +51.3% | +68.4% |
| 5Y | +48.4% | -17.0% | +65.4% | +42.8% |
| 10Y | +446.6% | +18.1% | +428.5% | +496.2% |
| All | +1,118.2% | +102.2% | +1,016.1% | +1,804.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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