+1,646.1%
CSX vs VIG
+630.3%
+1,015.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.9% |
| 7D | -5.5% | -1.8% | -3.7% | -3.4% |
| 30D | +4.9% | +2.7% | +2.3% | +1.4% |
| 3M | -2.9% | 0.0% | -2.8% | -2.9% |
| 6M | +8.3% | +6.8% | +1.6% | -0.6% |
| YTD | +36.7% | +12.1% | +24.7% | +17.9% |
| 1Y | +41.5% | +14.8% | +26.7% | +18.3% |
| 3Y | +68.6% | +62.4% | +6.2% | -10.6% |
| 5Y | +48.4% | +59.6% | -11.1% | -19.8% |
| 10Y | +446.6% | +261.5% | +185.1% | +0.1% |
| All | +1,646.1% | +630.3% | +1,015.8% | +32.2% |
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