+1,656.5%
CSX vs VIG
+623.5%
+1,032.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.4% |
| 7D | -3.4% | -0.4% | -3.0% | -2.8% |
| 30D | -3.1% | -1.0% | -2.1% | -1.9% |
| 3M | +7.2% | +2.8% | +4.4% | +3.3% |
| 6M | +16.2% | +8.2% | +8.0% | +4.9% |
| YTD | +37.5% | +11.0% | +26.5% | +20.2% |
| 1Y | +53.2% | +16.1% | +37.1% | +26.2% |
| 3Y | +68.2% | +56.2% | +12.1% | -6.1% |
| 5Y | +65.2% | +63.0% | +2.2% | -13.2% |
| 10Y | +504.1% | +241.4% | +262.7% | +19.5% |
| All | +1,656.5% | +623.5% | +1,032.9% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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