+1,272.0%
CSX vs VIVK
-100.0%
+1,372.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -23.6% | +26.3% | +2.8% |
| 7D | -2.2% | -44.2% | +42.0% | -2.2% |
| 30D | +6.8% | -90.0% | +96.8% | +6.8% |
| 3M | +0.7% | -98.0% | +98.7% | +0.7% |
| 6M | +13.3% | -99.9% | +113.2% | +13.2% |
| YTD | +40.5% | -99.9% | +140.5% | +40.4% |
| 1Y | +44.7% | -100.0% | +144.7% | +44.5% |
| 3Y | +74.5% | -100.0% | +174.5% | +74.3% |
| 5Y | +52.0% | -100.0% | +152.0% | +51.7% |
| 10Y | +412.6% | -100.0% | +512.6% | +415.6% |
| All | +1,272.0% | -100.0% | +1,372.0% | +1,371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling