+68.6%
CSX vs VIVK
-100.0%
+168.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +34.1% | -37.5% | -3.7% |
| 7D | -5.5% | -42.9% | +37.4% | -5.0% |
| 30D | +4.9% | -88.6% | +93.5% | +6.9% |
| 3M | -2.9% | -97.7% | +94.8% | +0.4% |
| 6M | +8.3% | -99.9% | +108.3% | +14.1% |
| YTD | +36.7% | -99.9% | +136.7% | +42.8% |
| 1Y | +41.5% | -100.0% | +141.5% | +49.5% |
| 3Y | +68.6% | -100.0% | +168.6% | +73.8% |
| All | +68.6% | -100.0% | +168.6% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling