+74.7%
CSX vs VIVK
-100.0%
+174.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.3% | +13.2% | +1.0% |
| 7D | -3.4% | -1.4% | -2.0% | -3.4% |
| 30D | -3.1% | -43.6% | +40.5% | -2.6% |
| 3M | +7.2% | -95.1% | +102.3% | +9.3% |
| 6M | +16.2% | -98.2% | +114.4% | +18.9% |
| YTD | +37.5% | -97.9% | +135.5% | +39.9% |
| 1Y | +53.2% | -100.0% | +153.2% | +59.9% |
| All | +74.7% | -100.0% | +174.7% | +76.4% |
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