+414.9%
CSX vs VMC
+125.2%
+289.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +6.0% | -1.3% | +7.2% | +6.5% |
| 30D | +7.8% | +15.5% | -7.6% | +1.4% |
| 3M | +4.1% | +0.6% | +3.5% | +3.5% |
| 6M | +17.9% | +2.1% | +15.8% | +15.8% |
| YTD | +44.9% | -1.6% | +46.5% | +43.4% |
| 1Y | +51.1% | -1.2% | +52.3% | +49.2% |
| 3Y | +78.3% | +35.3% | +42.9% | +50.8% |
| 5Y | +58.1% | +43.6% | +14.5% | +28.0% |
| All | +414.9% | +125.2% | +289.7% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling