+412.6%
CSX vs VIVK
-100.0%
+512.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -23.6% | +26.3% | +2.8% |
| 7D | -2.2% | -44.2% | +42.0% | -2.1% |
| 30D | +6.8% | -90.0% | +96.8% | +7.1% |
| 3M | +0.7% | -98.0% | +98.7% | +1.2% |
| 6M | +13.3% | -99.9% | +113.2% | +14.0% |
| YTD | +40.5% | -99.9% | +140.5% | +41.4% |
| 1Y | +44.7% | -100.0% | +144.7% | +45.4% |
| 3Y | +74.5% | -100.0% | +174.5% | +75.5% |
| 5Y | +52.0% | -100.0% | +152.0% | +51.9% |
| 10Y | +412.6% | -100.0% | +512.6% | +516.3% |
| All | +412.6% | -100.0% | +512.6% | +516.3% |
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