+63.5%
CSX vs VIK
+239.9%
-176.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +3.1% | +3.2% | -0.1% | +2.4% |
| 30D | +9.7% | +8.2% | +1.5% | +7.7% |
| 3M | +4.9% | -14.7% | +19.6% | +8.3% |
| 6M | +18.4% | +10.3% | +8.1% | +14.4% |
| YTD | +45.9% | +24.5% | +21.4% | +35.7% |
| 1Y | +50.0% | +45.7% | +4.2% | +33.9% |
| All | +63.5% | +239.9% | -176.4% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling