+1,243.0%
CSX vs VIVK
-100.0%
+1,343.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.3% | +13.2% | +0.9% |
| 7D | -3.4% | -1.4% | -2.0% | -3.4% |
| 30D | -3.1% | -43.6% | +40.5% | -3.1% |
| 3M | +7.2% | -95.1% | +102.3% | +7.1% |
| 6M | +16.2% | -98.2% | +114.4% | +16.1% |
| YTD | +37.5% | -97.9% | +135.5% | +37.5% |
| 1Y | +53.2% | -100.0% | +153.2% | +53.0% |
| 3Y | +68.2% | -100.0% | +168.2% | +68.1% |
| 5Y | +65.2% | -100.0% | +165.2% | +65.0% |
| 10Y | +504.1% | -100.0% | +604.1% | +507.8% |
| All | +1,243.0% | -100.0% | +1,343.0% | +1,340.4% |
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 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