+496.7%
CSX vs VIVK
-100.0%
+596.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.1% | -1.3% |
| 7D | -0.6% | -7.9% | +7.3% | -0.6% |
| 30D | -3.2% | -42.0% | +38.7% | -3.1% |
| 3M | +2.6% | -92.5% | +95.1% | +2.8% |
| 6M | +19.8% | -98.0% | +117.8% | +20.2% |
| YTD | +34.7% | -97.9% | +132.6% | +35.0% |
| 1Y | +52.1% | -100.0% | +152.1% | +52.4% |
| 3Y | +68.4% | -100.0% | +168.4% | +68.8% |
| 5Y | +65.1% | -100.0% | +165.1% | +64.9% |
| 10Y | +496.7% | -100.0% | +596.7% | +580.5% |
| All | +496.7% | -100.0% | +596.7% | +580.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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