+53.0%
CSX vs VIVK
-100.0%
+153.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.5% | -0.9% |
| 7D | +0.6% | +13.1% | -12.4% | +0.5% |
| 30D | -2.3% | -29.7% | +27.4% | -2.0% |
| 3M | +4.3% | -93.0% | +97.3% | +5.8% |
| 6M | +23.4% | -98.0% | +121.3% | +25.8% |
| YTD | +36.4% | -97.8% | +134.2% | +38.4% |
| 1Y | +53.0% | -100.0% | +153.0% | +51.7% |
| All | +53.0% | -100.0% | +153.0% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling